+68.2%
EFA vs REPL
-24.7%
+92.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | +1.2% | -5.7% | +6.9% | +1.2% |
| 30D | -0.7% | +22.5% | -23.2% | -0.8% |
| 3M | +6.4% | +64.7% | -58.3% | +6.0% |
| 6M | +11.4% | +83.0% | -71.6% | +10.1% |
| YTD | +14.0% | +52.0% | -38.0% | +12.8% |
| 1Y | +20.2% | +144.5% | -124.3% | +18.0% |
| 3Y | +68.2% | -25.1% | +93.3% | +63.8% |
| All | +68.2% | -24.7% | +92.9% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling