-18.2%
EL vs REPL
-6.0%
-12.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.0% |
| 7D | +0.8% | -3.0% | +3.8% | +0.9% |
| 30D | +19.8% | +27.1% | -7.3% | +18.5% |
| 3M | +25.7% | +52.4% | -26.7% | +21.2% |
| 6M | +5.4% | +107.4% | -102.0% | -4.7% |
| YTD | +0.2% | +54.7% | -54.5% | -8.1% |
| 1Y | +20.4% | +158.9% | -138.4% | +3.7% |
| 3Y | -32.1% | -23.7% | -8.4% | -44.2% |
| 5Y | -67.2% | -54.3% | -12.8% | -72.5% |
| All | -18.2% | -6.0% | -12.2% | -45.5% |
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