+363.8%
EWT vs REPL
-17.3%
+381.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.4% | +5.8% | -2.2% |
| 7D | -1.1% | -13.4% | +12.3% | -0.6% |
| 30D | +4.8% | -3.0% | +7.8% | +4.8% |
| 3M | +11.1% | +56.3% | -45.2% | +7.6% |
| 6M | +54.6% | +60.9% | -6.2% | +44.8% |
| YTD | +71.4% | +36.2% | +35.2% | +61.3% |
| 1Y | +82.1% | +121.0% | -38.9% | +63.9% |
| 3Y | +193.2% | -32.8% | +226.1% | +156.3% |
| 5Y | +146.1% | -58.7% | +204.7% | +117.7% |
| All | +363.8% | -17.3% | +381.0% | +255.9% |
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