+55.0%
EWZ vs REPL
-54.3%
+109.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | +6.5% | -3.0% | +9.5% | +6.5% |
| 30D | +4.8% | +27.1% | -22.3% | +4.4% |
| 3M | +9.9% | +52.4% | -42.5% | +8.4% |
| 6M | +1.9% | +107.4% | -105.5% | -1.7% |
| YTD | +20.3% | +54.7% | -34.4% | +16.8% |
| 1Y | +35.6% | +158.9% | -123.2% | +28.2% |
| 3Y | +43.4% | -23.7% | +67.2% | +34.5% |
| All | +55.0% | -54.3% | +109.3% | +47.7% |
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 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