+146.6%
ET vs REPL
-6.0%
+152.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +0.9% | -3.0% | +3.9% | +1.0% |
| 30D | +7.5% | +27.1% | -19.7% | +6.5% |
| 3M | +11.4% | +52.4% | -41.0% | +7.9% |
| 6M | +18.5% | +107.4% | -88.9% | +8.9% |
| YTD | +37.4% | +54.7% | -17.4% | +27.8% |
| 1Y | +30.9% | +158.9% | -127.9% | +15.6% |
| 3Y | +98.7% | -23.7% | +122.5% | +70.4% |
| 5Y | +230.7% | -54.3% | +285.1% | +190.0% |
| All | +146.6% | -6.0% | +152.6% | +75.1% |
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