-9.3%
EFX vs REPL
+142.3%
-151.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.8% |
| 7D | -3.6% | +9.8% | -13.4% | -3.4% |
| 30D | +25.3% | +81.5% | -56.2% | +27.6% |
| 3M | +3.8% | +44.2% | -40.4% | +5.0% |
| 6M | +12.7% | +437.4% | -424.7% | +20.8% |
| YTD | -13.1% | +126.1% | -139.3% | -4.2% |
| 1Y | -9.3% | +143.1% | -152.5% | 0.0% |
| All | -9.3% | +142.3% | -151.7% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling