+100.8%
EW vs REPL
+35.1%
+65.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.7% | +1.0% |
| 7D | +11.0% | +22.8% | -11.8% | +10.2% |
| 30D | +19.1% | +63.8% | -44.7% | +16.8% |
| 3M | +14.4% | +68.1% | -53.8% | +11.9% |
| 6M | +22.8% | +528.5% | -505.7% | +10.4% |
| YTD | +19.8% | +122.4% | -102.6% | +9.8% |
| 1Y | +23.9% | +154.4% | -130.5% | +12.7% |
| 3Y | +52.2% | +68.0% | -15.8% | +22.3% |
| 5Y | -13.9% | -35.4% | +21.5% | -26.1% |
| All | +100.8% | +35.1% | +65.6% | +35.1% |
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 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