+166.0%
EWY vs REPL
+96.7%
+69.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.4% | +12.6% | +6.3% |
| 7D | -2.8% | +5.3% | -8.1% | -2.9% |
| 30D | -13.1% | +66.6% | -79.8% | -14.0% |
| 3M | -11.6% | +59.6% | -71.2% | -12.5% |
| 6M | -23.4% | +482.4% | -505.7% | -26.5% |
| YTD | +52.0% | +124.1% | -72.0% | +46.2% |
| 1Y | +58.6% | +138.6% | -80.0% | +52.3% |
| All | +166.0% | +96.7% | +69.3% | +142.0% |
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 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