+105.8%
EW vs REPL
+39.1%
+66.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | +2.4% |
| 7D | +12.3% | +14.2% | -1.9% | +11.7% |
| 30D | +22.9% | +65.9% | -43.0% | +20.5% |
| 3M | +16.7% | +84.6% | -67.9% | +13.9% |
| 6M | +31.0% | +446.9% | -416.0% | +18.6% |
| YTD | +22.8% | +129.0% | -106.2% | +12.4% |
| 1Y | +25.6% | +167.9% | -142.3% | +13.9% |
| 3Y | +62.0% | +93.9% | -31.9% | +28.6% |
| 5Y | -12.8% | -33.0% | +20.2% | -25.3% |
| All | +105.8% | +39.1% | +66.7% | +38.4% |
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