+54.2%
EWZ vs REPL
-35.0%
+89.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +0.8% | +1.2% | -0.5% | +0.7% |
| 30D | -24.4% | +92.2% | -116.6% | -25.0% |
| 3M | -4.6% | +44.1% | -48.7% | -5.1% |
| 6M | -11.6% | +313.0% | -324.6% | -14.4% |
| YTD | +2.4% | +125.2% | -122.8% | -0.9% |
| 1Y | +2.1% | +143.8% | -141.7% | -1.4% |
| 3Y | +18.7% | +104.2% | -85.5% | +6.9% |
| All | +54.2% | -35.0% | +89.2% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling