+328.3%
EAT vs REPL
+36.1%
+292.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.3% | +3.3% |
| 7D | -8.9% | +5.3% | -14.2% | -9.4% |
| 30D | +3.4% | +66.6% | -63.2% | -0.5% |
| 3M | -9.3% | +59.6% | -68.9% | -12.6% |
| 6M | +43.8% | +482.4% | -438.6% | +18.6% |
| YTD | +39.9% | +124.1% | -84.2% | +18.0% |
| 1Y | +89.7% | +138.6% | -48.8% | +58.9% |
| 3Y | +491.3% | +96.0% | +395.2% | +279.4% |
| 5Y | +365.4% | -35.4% | +400.8% | +249.0% |
| All | +328.3% | +36.1% | +292.1% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling