+125.2%
ETR vs REPL
-53.9%
+179.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.2% |
| 7D | +1.4% | -5.7% | +7.2% | +1.5% |
| 30D | +1.9% | +22.5% | -20.6% | +1.7% |
| 3M | +1.0% | +64.7% | -63.7% | +0.3% |
| 6M | +4.8% | +83.0% | -78.2% | +3.0% |
| YTD | +19.5% | +52.0% | -32.4% | +17.7% |
| 1Y | +28.1% | +144.5% | -116.4% | +24.4% |
| 3Y | +151.1% | -25.1% | +176.2% | +141.1% |
| 5Y | +125.2% | -52.9% | +178.0% | +112.3% |
| All | +125.2% | -53.9% | +179.1% | +112.3% |
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 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