+102.0%
EFA vs REPL
-6.0%
+108.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | +0.6% | -3.0% | +3.6% | +0.7% |
| 30D | +0.9% | +27.1% | -26.3% | +0.1% |
| 3M | +4.9% | +52.4% | -47.5% | +2.3% |
| 6M | +8.6% | +107.4% | -98.9% | +1.6% |
| YTD | +14.6% | +54.7% | -40.1% | +8.3% |
| 1Y | +22.6% | +158.9% | -136.2% | +11.2% |
| 3Y | +66.5% | -23.7% | +90.3% | +47.2% |
| 5Y | +54.5% | -54.3% | +108.9% | +38.7% |
| All | +102.0% | -6.0% | +108.0% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling