+135.1%
BAC vs REPL
-22.6%
+157.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | +1.1% | -3.0% | +4.1% | +1.1% |
| 30D | -0.4% | +27.1% | -27.5% | -0.6% |
| 3M | +16.9% | +52.4% | -35.5% | +16.1% |
| 6M | +26.6% | +107.4% | -80.8% | +24.4% |
| YTD | +15.8% | +54.7% | -38.9% | +14.2% |
| 1Y | +27.2% | +158.9% | -131.7% | +23.5% |
| All | +135.1% | -22.6% | +157.7% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling