+50.7%
EFX vs REPL
-6.0%
+56.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | +3.8% | +52.4% | -48.5% | +0.8% |
| 6M | -13.5% | +107.4% | -121.0% | -20.5% |
| YTD | -17.7% | +54.7% | -72.4% | -23.3% |
| 1Y | -25.6% | +158.9% | -184.4% | -34.9% |
| 3Y | -12.1% | -23.7% | +11.6% | -25.8% |
| 5Y | -33.8% | -54.3% | +20.5% | -43.2% |
| All | +50.7% | -6.0% | +56.7% | +10.6% |
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 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