+219.4%
EWY vs REPL
-17.3%
+236.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.4% | +4.2% | -3.9% |
| 7D | +1.2% | -13.4% | +14.6% | +1.8% |
| 30D | +9.3% | -3.0% | +12.3% | +9.3% |
| 3M | +2.4% | +56.3% | -53.9% | -1.2% |
| 6M | +40.3% | +60.9% | -20.6% | +29.5% |
| YTD | +88.0% | +36.2% | +51.8% | +74.5% |
| 1Y | +143.8% | +121.0% | +22.8% | +115.1% |
| 3Y | +217.8% | -32.8% | +250.6% | +171.1% |
| 5Y | +142.7% | -58.7% | +201.4% | +110.5% |
| All | +219.4% | -17.3% | +236.6% | +135.3% |
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