+191.1%
EMR vs REPL
+37.4%
+153.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +2.7% | +9.8% | -7.1% | +2.3% |
| 30D | +2.1% | +81.5% | -79.4% | 0.0% |
| 3M | +2.3% | +44.2% | -42.0% | +0.8% |
| 6M | +22.5% | +437.4% | -414.9% | +12.1% |
| YTD | +27.2% | +126.1% | -98.9% | +17.4% |
| 1Y | +28.0% | +143.1% | -115.1% | +17.7% |
| 3Y | +103.4% | +97.8% | +5.6% | +65.2% |
| 5Y | +88.2% | -34.3% | +122.4% | +64.6% |
| All | +191.1% | +37.4% | +153.8% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling