+164.3%
EWY vs REPL
+161.1%
+3.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.6% |
| 7D | +4.8% | -3.0% | +7.8% | +4.8% |
| 30D | +11.7% | +27.1% | -15.5% | +11.3% |
| 3M | -7.4% | +52.4% | -59.8% | -7.9% |
| 6M | +40.6% | +107.4% | -66.9% | +36.6% |
| YTD | +94.3% | +54.7% | +39.5% | +89.5% |
| 1Y | +164.3% | +158.9% | +5.4% | +153.5% |
| All | +164.3% | +161.1% | +3.2% | +153.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling