+19.3%
EFA vs REPL
+136.9%
-117.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | -0.5% | -9.6% | +9.1% | -0.5% |
| 30D | -1.3% | +5.7% | -7.0% | -1.4% |
| 3M | +5.2% | +56.4% | -51.2% | +5.1% |
| 6M | +9.4% | +67.4% | -58.1% | +8.8% |
| YTD | +12.7% | +48.7% | -35.9% | +12.1% |
| 1Y | +19.3% | +148.3% | -129.0% | +17.9% |
| All | +19.3% | +136.9% | -117.6% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling