+174.8%
EXE vs REPL
-65.4%
+240.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -2.7% | -9.6% | +6.9% | -2.4% |
| 30D | -0.4% | +5.7% | -6.1% | -0.6% |
| 3M | +9.5% | +56.4% | -46.9% | +6.5% |
| 6M | -9.3% | +67.4% | -76.8% | -14.5% |
| YTD | -10.9% | +48.7% | -59.6% | -15.7% |
| 1Y | +4.3% | +148.3% | -144.0% | -5.5% |
| 3Y | +18.8% | -26.7% | +45.5% | +5.9% |
| 5Y | +101.4% | -54.1% | +155.6% | +85.5% |
| All | +174.8% | -65.4% | +240.2% | +151.3% |
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