+126.9%
ET vs REPL
+45.5%
+81.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.6% |
| 7D | -1.9% | +12.7% | -14.6% | -2.3% |
| 30D | -3.1% | +73.5% | -76.5% | -5.1% |
| 3M | -3.9% | +70.3% | -74.2% | -6.0% |
| 6M | +4.0% | +472.0% | -468.0% | -5.9% |
| YTD | +26.4% | +139.5% | -113.1% | +15.6% |
| 1Y | +24.9% | +167.3% | -142.4% | +13.5% |
| 3Y | +85.2% | +109.5% | -24.4% | +47.4% |
| 5Y | +218.3% | -29.9% | +248.2% | +174.8% |
| All | +126.9% | +45.5% | +81.4% | +58.3% |
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 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