+98.5%
EQT vs REPL
-7.7%
+106.2%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -0.8% | -5.7% | +4.9% | -0.6% |
| 30D | +6.6% | +22.5% | -15.8% | +5.8% |
| 3M | +4.4% | +64.7% | -60.3% | +0.8% |
| 6M | -10.5% | +83.0% | -93.5% | -17.1% |
| YTD | +3.7% | +52.0% | -48.2% | -3.3% |
| 1Y | +9.9% | +144.5% | -134.7% | -2.1% |
| 3Y | +35.4% | -25.1% | +60.4% | +17.4% |
| 5Y | +189.2% | -52.9% | +242.1% | +154.0% |
| All | +98.5% | -7.7% | +106.2% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling