+146.7%
ET vs REPL
-7.7%
+154.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +0.4% | -5.7% | +6.2% | +0.6% |
| 30D | +6.9% | +22.5% | -15.6% | +6.0% |
| 3M | +13.1% | +64.7% | -51.6% | +9.2% |
| 6M | +18.7% | +83.0% | -64.3% | +9.8% |
| YTD | +37.4% | +52.0% | -14.5% | +28.0% |
| 1Y | +34.8% | +144.5% | -109.7% | +19.4% |
| 3Y | +96.8% | -25.1% | +121.9% | +68.8% |
| 5Y | +238.2% | -52.9% | +291.1% | +195.0% |
| All | +146.7% | -7.7% | +154.4% | +75.3% |
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