-4.9%
EQT vs REPL
+125.1%
-130.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -6.6% | +28.8% | -35.4% | -6.9% |
| 30D | +2.7% | +57.3% | -54.6% | +2.1% |
| 3M | -0.2% | +73.6% | -73.7% | -1.0% |
| 6M | -10.6% | +582.8% | -593.4% | -14.9% |
| YTD | -1.2% | +112.9% | -114.0% | +0.9% |
| 1Y | -4.9% | +130.7% | -135.5% | -5.3% |
| All | -4.9% | +125.1% | -130.0% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling