+69.4%
EWZ vs REPL
-6.0%
+75.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +6.5% | -3.0% | +9.5% | +6.6% |
| 30D | +4.8% | +27.1% | -22.3% | +3.7% |
| 3M | +9.9% | +52.4% | -42.5% | +6.0% |
| 6M | +1.9% | +107.4% | -105.5% | -7.3% |
| YTD | +20.3% | +54.7% | -34.4% | +11.0% |
| 1Y | +35.6% | +158.9% | -123.2% | +17.9% |
| 3Y | +43.4% | -23.7% | +67.2% | +20.3% |
| 5Y | +55.9% | -54.3% | +110.3% | +34.3% |
| All | +69.4% | -6.0% | +75.4% | +11.9% |
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