+230.0%
EWY vs REPL
-6.0%
+236.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.7% |
| 7D | +4.8% | -3.0% | +7.8% | +4.9% |
| 30D | +11.7% | +27.1% | -15.5% | +10.4% |
| 3M | -7.4% | +52.4% | -59.8% | -10.5% |
| 6M | +40.6% | +107.4% | -66.9% | +28.2% |
| YTD | +94.3% | +54.7% | +39.5% | +79.5% |
| 1Y | +164.3% | +158.9% | +5.4% | +131.5% |
| 3Y | +221.0% | -23.7% | +244.7% | +172.5% |
| 5Y | +139.1% | -54.3% | +193.5% | +107.0% |
| All | +230.0% | -6.0% | +236.0% | +141.9% |
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