+53.4%
EFA vs REPL
-53.9%
+107.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | -0.5% | -9.6% | +9.1% | -0.3% |
| 30D | -1.3% | +5.7% | -7.0% | -1.4% |
| 3M | +5.2% | +56.4% | -51.2% | +4.0% |
| 6M | +9.4% | +67.4% | -58.1% | +6.3% |
| YTD | +12.7% | +48.7% | -35.9% | +9.8% |
| 1Y | +19.3% | +148.3% | -129.0% | +13.7% |
| 3Y | +66.3% | -26.7% | +93.0% | +58.6% |
| 5Y | +53.4% | -54.1% | +107.5% | +47.3% |
| All | +53.4% | -53.9% | +107.2% | +47.3% |
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