+120.9%
ET vs REPL
+35.1%
+85.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.0% | -7.6% | +0.1% |
| 7D | -7.9% | +22.8% | -30.6% | -8.6% |
| 30D | -5.9% | +63.8% | -69.7% | -7.7% |
| 3M | -5.2% | +68.1% | -73.4% | -7.3% |
| 6M | +0.3% | +528.5% | -528.2% | -9.9% |
| YTD | +23.1% | +122.4% | -99.3% | +12.8% |
| 1Y | +22.7% | +154.4% | -131.6% | +11.7% |
| 3Y | +75.4% | +68.0% | +7.4% | +41.9% |
| 5Y | +202.6% | -35.4% | +238.0% | +162.1% |
| All | +120.9% | +35.1% | +85.8% | +54.6% |
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 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