+105.8%
EXC vs REPL
+36.8%
+68.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +1.4% | +1.2% | +0.1% | +1.3% |
| 30D | +8.6% | +92.2% | -83.6% | +6.9% |
| 3M | +2.4% | +44.1% | -41.7% | +1.4% |
| 6M | +6.5% | +313.0% | -306.6% | +1.0% |
| YTD | +9.0% | +125.2% | -116.2% | +3.3% |
| 1Y | +4.6% | +143.8% | -139.2% | -1.2% |
| 3Y | +33.5% | +104.2% | -70.7% | +14.5% |
| 5Y | +41.4% | -34.5% | +75.9% | +29.1% |
| All | +105.8% | +36.8% | +68.9% | +57.7% |
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 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