+64.9%
EFA vs REPL
+98.6%
-33.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | +1.3% | +9.8% | -8.5% | +1.2% |
| 30D | +0.5% | +81.5% | -81.0% | +0.2% |
| 3M | -4.1% | +44.2% | -48.4% | -4.3% |
| 6M | +2.4% | +437.4% | -435.0% | +1.1% |
| YTD | +10.0% | +126.1% | -116.1% | +8.7% |
| 1Y | +11.4% | +143.1% | -131.7% | +10.0% |
| All | +64.9% | +98.6% | -33.6% | +57.7% |
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