+151.4%
EXE vs REPL
-47.4%
+198.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +3.6% | +9.8% | -6.2% | +3.3% |
| 30D | -4.3% | +81.5% | -85.8% | -6.1% |
| 3M | -7.7% | +44.2% | -51.9% | -8.8% |
| 6M | -7.2% | +437.4% | -444.7% | -14.3% |
| YTD | -18.5% | +126.1% | -144.6% | -24.0% |
| 1Y | -24.4% | +143.1% | -167.5% | -29.7% |
| 3Y | +21.6% | +97.8% | -76.3% | +2.9% |
| 5Y | +77.3% | -34.3% | +111.6% | +62.6% |
| All | +151.4% | -47.4% | +198.7% | +126.7% |
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