+102.5%
EXC vs REPL
+45.5%
+57.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.8% | -0.4% |
| 7D | +0.1% | +12.7% | -12.7% | -0.2% |
| 30D | +9.0% | +73.5% | -64.4% | +7.6% |
| 3M | +3.3% | +70.3% | -67.0% | +1.9% |
| 6M | +5.7% | +472.0% | -466.3% | -0.7% |
| YTD | +7.3% | +139.5% | -132.2% | +1.5% |
| 1Y | +2.9% | +167.3% | -164.3% | -3.0% |
| 3Y | +29.3% | +109.5% | -80.2% | +11.1% |
| 5Y | +40.1% | -29.9% | +70.0% | +27.7% |
| All | +102.5% | +45.5% | +57.0% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling