+4.7%
EFX vs REPL
+91.4%
-86.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -0.7% |
| 7D | -2.2% | +14.2% | -16.4% | -2.2% |
| 30D | +29.2% | +65.9% | -36.7% | +28.8% |
| 3M | +3.5% | +84.6% | -81.1% | +3.1% |
| 6M | +7.8% | +446.9% | -439.1% | +5.4% |
| YTD | -12.4% | +129.0% | -141.4% | -13.3% |
| 1Y | -8.2% | +167.9% | -176.1% | -9.7% |
| 3Y | +4.7% | +93.9% | -89.2% | -4.6% |
| All | +4.7% | +91.4% | -86.7% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling