+2.0%
EWZ vs REPL
+140.1%
-138.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +0.9% |
| 7D | +0.6% | +5.3% | -4.7% | +0.6% |
| 30D | -25.5% | +66.6% | -92.1% | -25.2% |
| 3M | -4.5% | +59.6% | -64.1% | -4.1% |
| 6M | -15.3% | +482.4% | -497.6% | -14.7% |
| YTD | +3.1% | +124.1% | -121.0% | +5.8% |
| All | +2.0% | +140.1% | -138.1% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling