+23.7%
EXC vs REPL
-22.6%
+46.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.1% |
| 7D | +0.3% | -3.0% | +3.3% | +0.3% |
| 30D | -3.7% | +27.1% | -30.9% | -3.8% |
| 3M | -1.3% | +52.4% | -53.7% | -1.5% |
| 6M | -9.7% | +107.4% | -117.2% | -10.2% |
| YTD | +2.9% | +54.7% | -51.8% | +2.4% |
| 1Y | +4.4% | +158.9% | -154.5% | +3.3% |
| All | +23.7% | -22.6% | +46.3% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling