-33.2%
EFX vs REPL
-53.1%
+19.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.7% | -6.3% |
| 7D | -8.6% | -3.0% | -5.7% | -8.6% |
| 30D | +0.1% | +27.1% | -27.0% | -0.4% |
| 3M | +3.8% | +52.4% | -48.5% | +2.1% |
| 6M | -13.5% | +107.4% | -121.0% | -18.1% |
| YTD | -17.7% | +54.7% | -72.4% | -21.1% |
| 1Y | -25.6% | +158.9% | -184.4% | -32.4% |
| 3Y | -12.1% | -23.7% | +11.6% | -20.6% |
| All | -33.2% | -53.1% | +19.9% | -39.2% |
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