+42.1%
EWZ vs REPL
+25.1%
+17.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.4% |
| 7D | -4.2% | +15.1% | -19.3% | -4.7% |
| 30D | -26.1% | +51.1% | -77.2% | -27.5% |
| 3M | -12.0% | +69.2% | -81.3% | -14.1% |
| 6M | -19.3% | +597.6% | -616.8% | -28.8% |
| YTD | +0.9% | +106.0% | -105.0% | -8.1% |
| 1Y | +3.4% | +133.3% | -130.0% | -6.6% |
| 3Y | +18.6% | +41.0% | -22.4% | -5.4% |
| 5Y | +56.6% | -40.1% | +96.7% | +33.6% |
| All | +42.1% | +25.1% | +17.0% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling