+43.8%
EXC vs REPL
-35.6%
+79.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -9.9% | -2.0% |
| 7D | -1.2% | +22.8% | -23.9% | -1.3% |
| 30D | +10.0% | +63.8% | -53.8% | +9.6% |
| 3M | +1.6% | +68.1% | -66.5% | +1.3% |
| 6M | +3.3% | +528.5% | -525.2% | +1.3% |
| YTD | +7.6% | +122.4% | -114.9% | +6.0% |
| 1Y | +3.5% | +154.4% | -150.9% | +1.8% |
| 3Y | +27.7% | +68.0% | -40.3% | +21.2% |
| All | +43.8% | -35.6% | +79.5% | +40.7% |
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 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