+103.8%
ED vs REPL
+39.1%
+64.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.2% |
| 7D | -0.1% | +14.2% | -14.3% | -0.2% |
| 30D | +11.6% | +65.9% | -54.3% | +10.9% |
| 3M | +10.5% | +84.6% | -74.0% | +9.6% |
| 6M | +13.2% | +446.9% | -433.7% | +9.4% |
| YTD | +22.1% | +129.0% | -106.9% | +18.4% |
| 1Y | +24.2% | +167.9% | -143.7% | +20.0% |
| 3Y | +46.9% | +93.9% | -47.0% | +34.9% |
| 5Y | +80.8% | -33.0% | +113.8% | +71.6% |
| All | +103.8% | +39.1% | +64.6% | +74.9% |
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 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