+391.2%
EAT vs REPL
-6.0%
+397.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | 0.0% | -3.0% | +3.0% | +0.2% |
| 30D | +1.9% | +27.1% | -25.3% | +0.1% |
| 3M | +68.7% | +52.4% | +16.3% | +58.6% |
| 6M | +66.9% | +107.4% | -40.5% | +41.6% |
| YTD | +60.4% | +54.7% | +5.7% | +39.4% |
| 1Y | +44.0% | +158.9% | -114.9% | +12.7% |
| 3Y | +604.7% | -23.7% | +628.4% | +417.2% |
| 5Y | +347.0% | -54.3% | +401.4% | +243.3% |
| All | +391.2% | -6.0% | +397.2% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling