+42.1%
EAT vs REPL
+136.7%
-94.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.3% |
| 7D | -4.9% | -5.7% | +0.8% | -4.9% |
| 30D | -1.2% | +22.5% | -23.7% | -1.3% |
| 3M | +52.2% | +64.7% | -12.4% | +51.4% |
| 6M | +65.0% | +83.0% | -18.0% | +65.0% |
| YTD | +55.0% | +52.0% | +3.1% | +55.5% |
| 1Y | +42.1% | +144.5% | -102.5% | +38.9% |
| All | +42.1% | +136.7% | -94.6% | +38.9% |
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