+96.9%
EFA vs REPL
-17.3%
+114.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.5% | -0.6% |
| 7D | -2.4% | -13.4% | +11.1% | -2.0% |
| 30D | -2.2% | -3.0% | +0.8% | -2.2% |
| 3M | +5.7% | +56.3% | -50.6% | +2.9% |
| 6M | +8.2% | +60.9% | -52.7% | +2.1% |
| YTD | +11.8% | +36.2% | -24.4% | +6.0% |
| 1Y | +18.3% | +121.0% | -102.7% | +7.8% |
| 3Y | +64.9% | -32.8% | +97.7% | +46.3% |
| 5Y | +52.4% | -58.7% | +111.0% | +37.0% |
| All | +96.9% | -17.3% | +114.2% | +52.0% |
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