+43.9%
EWZ vs REPL
+45.5%
-1.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.6% |
| 7D | +1.3% | +12.7% | -11.4% | +0.9% |
| 30D | -26.2% | +73.5% | -99.6% | -27.9% |
| 3M | -8.6% | +70.3% | -78.9% | -10.8% |
| 6M | -17.0% | +472.0% | -489.0% | -25.8% |
| YTD | +2.2% | +139.5% | -137.3% | -7.5% |
| 1Y | +2.7% | +167.3% | -164.6% | -7.7% |
| 3Y | +18.2% | +109.5% | -91.3% | -8.7% |
| 5Y | +56.0% | -29.9% | +85.9% | +32.2% |
| All | +43.9% | +45.5% | -1.6% | -6.8% |
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