+35.8%
EQT vs REPL
-33.1%
+69.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.4% | +9.0% | +0.8% |
| 7D | -1.2% | -13.4% | +12.2% | -0.9% |
| 30D | +1.1% | -3.0% | +4.1% | +1.1% |
| 3M | +4.8% | +56.3% | -51.5% | +3.0% |
| 6M | -10.6% | +60.9% | -71.5% | -13.9% |
| YTD | +3.4% | +36.2% | -32.8% | -0.1% |
| 1Y | +8.7% | +121.0% | -112.4% | +2.4% |
| All | +35.8% | -33.1% | +69.0% | +37.3% |
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 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