+50.1%
EFA vs REPL
-35.0%
+85.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.2% | +1.2% | +1.0% | +2.2% |
| 30D | +1.4% | +92.2% | -90.8% | +0.5% |
| 3M | -4.2% | +44.1% | -48.3% | -4.7% |
| 6M | +1.9% | +313.0% | -311.1% | -1.2% |
| YTD | +10.2% | +125.2% | -115.0% | +6.8% |
| 1Y | +12.8% | +143.8% | -131.0% | +9.1% |
| 3Y | +65.2% | +104.2% | -39.0% | +48.3% |
| All | +50.1% | -35.0% | +85.1% | +44.5% |
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