+195.6%
EQT vs REPL
-58.3%
+253.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 1Y | +8.7% | +121.0% | -112.4% | +2.4% |
| 3Y | +35.0% | -32.8% | +67.8% | +25.4% |
| All | +195.6% | -58.3% | +253.9% | +176.6% |
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 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