+110.8%
EAT vs REPL
+125.1%
-14.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | -0.1% | +28.8% | -29.0% | -0.4% |
| 30D | +13.5% | +57.3% | -43.8% | +13.1% |
| 3M | +1.0% | +73.6% | -72.6% | +0.7% |
| 6M | +57.3% | +582.8% | -525.6% | +61.7% |
| YTD | +53.6% | +112.9% | -59.3% | +58.5% |
| 1Y | +110.8% | +130.7% | -19.9% | +119.9% |
| All | +110.8% | +125.1% | -14.3% | +119.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling