+57.8%
EWZ vs REPL
-35.6%
+93.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.3% | +0.6% |
| 7D | -1.5% | +22.8% | -24.2% | -1.7% |
| 30D | -24.5% | +63.8% | -88.3% | -25.0% |
| 3M | -10.7% | +68.1% | -78.8% | -11.4% |
| 6M | -19.1% | +528.5% | -547.6% | -22.5% |
| YTD | +1.6% | +122.4% | -120.8% | -1.7% |
| 1Y | +4.3% | +154.4% | -150.1% | +0.6% |
| 3Y | +19.0% | +68.0% | -49.0% | +8.2% |
| All | +57.8% | -35.6% | +93.4% | +47.2% |
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