+101.9%
EAT vs REPL
+152.6%
-50.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.0% | -10.9% | -2.9% |
| 7D | -2.6% | +22.8% | -25.4% | -2.8% |
| 30D | +11.5% | +63.8% | -52.3% | +11.0% |
| 3M | -9.1% | +68.1% | -77.2% | -9.5% |
| 6M | +40.4% | +528.5% | -488.1% | +44.2% |
| YTD | +43.9% | +122.4% | -78.5% | +47.7% |
| 1Y | +101.9% | +154.4% | -52.4% | +116.1% |
| All | +101.9% | +152.6% | -50.6% | +116.1% |
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