+39.7%
EXC vs REPL
-34.5%
+74.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.2% |
| 7D | -1.4% | +5.3% | -6.6% | -1.4% |
| 30D | +8.3% | +66.6% | -58.4% | +7.9% |
| 3M | +2.6% | +59.6% | -56.9% | +2.3% |
| 6M | +5.2% | +482.4% | -477.2% | +3.3% |
| YTD | +7.5% | +124.1% | -116.5% | +6.0% |
| 1Y | +3.2% | +138.6% | -135.4% | +1.6% |
| 3Y | +29.5% | +96.0% | -66.5% | +22.1% |
| 5Y | +39.7% | -35.4% | +75.0% | +35.8% |
| All | +39.7% | -34.5% | +74.2% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling