+372.3%
EAT vs REPL
-35.6%
+407.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.0% | -10.9% | -3.2% |
| 7D | -2.6% | +22.8% | -25.4% | -3.5% |
| 30D | +11.5% | +63.8% | -52.3% | +9.1% |
| 3M | -9.1% | +68.1% | -77.2% | -11.2% |
| 6M | +40.4% | +528.5% | -488.1% | +25.7% |
| YTD | +43.9% | +122.4% | -78.5% | +31.8% |
| 1Y | +101.9% | +154.4% | -52.4% | +83.3% |
| 3Y | +489.9% | +68.0% | +421.9% | +362.4% |
| All | +372.3% | -35.6% | +407.9% | +334.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling