+28.8%
EMB vs REPL
+48.4%
-19.6%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | 0.0% |
| 7D | -0.1% | +22.8% | -22.9% | -0.1% |
| 30D | +1.3% | +63.8% | -62.5% | +1.2% |
| 3M | -2.7% | +68.1% | -70.8% | -2.8% |
| 6M | -2.8% | +528.5% | -531.3% | -3.3% |
| YTD | -1.1% | +122.4% | -123.5% | -1.4% |
| 1Y | 0.0% | +154.4% | -154.4% | -0.4% |
| 3Y | +28.8% | +68.0% | -39.2% | +26.6% |
| All | +28.8% | +48.4% | -19.6% | +26.6% |
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