+83.9%
ED vs REPL
-35.3%
+119.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -1.7% | +9.8% | -11.5% | -1.7% |
| 30D | +10.7% | +81.5% | -70.8% | +10.5% |
| 3M | +11.6% | +44.2% | -32.6% | +11.5% |
| 6M | +13.5% | +437.4% | -423.9% | +12.3% |
| YTD | +23.1% | +126.1% | -103.0% | +21.9% |
| 1Y | +23.1% | +143.1% | -120.1% | +21.8% |
| 3Y | +47.9% | +97.8% | -49.9% | +41.9% |
| 5Y | +83.9% | -34.3% | +118.2% | +78.5% |
| All | +83.9% | -35.3% | +119.1% | +78.5% |
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