+375.9%
EWT vs REPL
-9.7%
+385.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | +2.1% | -9.6% | +11.7% | +2.5% |
| 30D | +9.4% | +5.7% | +3.7% | +9.1% |
| 3M | +10.9% | +56.4% | -45.5% | +7.3% |
| 6M | +57.9% | +67.4% | -9.5% | +47.7% |
| YTD | +75.9% | +48.7% | +27.3% | +65.0% |
| 1Y | +89.7% | +148.3% | -58.6% | +69.9% |
| 3Y | +200.9% | -26.7% | +227.6% | +162.1% |
| 5Y | +154.5% | -54.1% | +208.6% | +124.2% |
| All | +375.9% | -9.7% | +385.6% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling