+156.4%
EWT vs REPL
-53.9%
+210.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +1.6% | -5.7% | +7.4% | +1.8% |
| 30D | +8.2% | +22.5% | -14.3% | +7.6% |
| 3M | +11.1% | +64.7% | -53.6% | +8.4% |
| 6M | +60.4% | +83.0% | -22.6% | +53.2% |
| YTD | +75.6% | +52.0% | +23.6% | +68.3% |
| 1Y | +91.3% | +144.5% | -53.2% | +77.9% |
| 3Y | +200.3% | -25.1% | +225.3% | +177.0% |
| 5Y | +156.4% | -52.9% | +209.2% | +140.2% |
| All | +156.4% | -53.9% | +210.3% | +140.2% |
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