+230.2%
EWY vs REPL
-24.7%
+254.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.6% |
| 7D | +8.0% | -5.7% | +13.8% | +8.1% |
| 30D | +14.3% | +22.5% | -8.1% | +13.9% |
| 3M | +2.3% | +64.7% | -62.4% | +1.0% |
| 6M | +49.9% | +83.0% | -33.2% | +45.0% |
| YTD | +95.3% | +52.0% | +43.4% | +89.5% |
| 1Y | +161.7% | +144.5% | +17.2% | +149.3% |
| 3Y | +230.2% | -25.1% | +255.2% | +204.3% |
| All | +230.2% | -24.7% | +254.8% | +204.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling