+238.8%
EQX vs REPL
+31.2%
+207.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +1.7% |
| 7D | -3.2% | -14.1% | +10.9% | -2.8% |
| 30D | +7.8% | -15.2% | +23.0% | +8.2% |
| 3M | +21.3% | +49.9% | -28.5% | +18.2% |
| 6M | -22.4% | +63.5% | -86.0% | -27.3% |
| YTD | -11.3% | +32.9% | -44.2% | -16.4% |
| 1Y | +13.5% | +115.0% | -101.5% | +3.8% |
| 3Y | +162.1% | -34.7% | +196.9% | +134.7% |
| 5Y | +84.2% | -59.7% | +143.8% | +65.5% |
| All | +238.8% | +31.2% | +207.7% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling