+90.2%
EMR vs REPL
-35.0%
+125.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.8% | +1.2% | +1.6% | +2.8% |
| 30D | +3.7% | +92.2% | -88.5% | +2.5% |
| 3M | +2.0% | +44.1% | -42.1% | +1.3% |
| 6M | +22.1% | +313.0% | -290.9% | +17.6% |
| YTD | +27.2% | +125.2% | -98.0% | +22.4% |
| 1Y | +32.0% | +143.8% | -111.7% | +26.8% |
| 3Y | +103.3% | +104.2% | -0.9% | +80.5% |
| All | +90.2% | -35.0% | +125.2% | +82.9% |
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