+81.2%
EQX vs REPL
-58.5%
+139.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.4% | +3.3% | -4.8% |
| 7D | -7.0% | -13.4% | +6.4% | -6.6% |
| 30D | +4.8% | -3.0% | +7.8% | +4.8% |
| 3M | +25.6% | +56.3% | -30.7% | +22.5% |
| 6M | -25.8% | +60.9% | -86.7% | -30.3% |
| YTD | -12.7% | +36.2% | -49.0% | -17.7% |
| 1Y | +14.1% | +121.0% | -107.0% | +4.5% |
| 3Y | +165.7% | -32.8% | +198.6% | +145.1% |
| 5Y | +81.2% | -58.7% | +139.9% | +67.6% |
| All | +81.2% | -58.5% | +139.7% | +67.6% |
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