+60.1%
EFX vs REPL
+36.8%
+23.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.8% | +1.2% | -2.0% | -0.8% |
| 30D | +25.1% | +92.2% | -67.1% | +22.3% |
| 3M | +1.7% | +44.1% | -42.4% | +0.2% |
| 6M | +18.4% | +313.0% | -294.7% | +8.9% |
| YTD | -12.5% | +125.2% | -137.7% | -19.6% |
| 1Y | -8.1% | +143.8% | -151.8% | -16.0% |
| 3Y | +4.8% | +104.2% | -99.4% | -18.0% |
| 5Y | -30.1% | -34.5% | +4.4% | -40.7% |
| All | +60.1% | +36.8% | +23.3% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling