+61.3%
EXE vs REPL
-35.6%
+96.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.1% |
| 7D | -6.6% | +22.8% | -29.3% | -7.1% |
| 30D | -4.0% | +63.8% | -67.8% | -5.4% |
| 3M | -7.5% | +68.1% | -75.6% | -8.9% |
| 6M | -11.7% | +528.5% | -540.2% | -18.3% |
| YTD | -22.0% | +122.4% | -144.4% | -26.7% |
| 1Y | -21.8% | +154.4% | -176.2% | -26.9% |
| 3Y | +8.0% | +68.0% | -60.0% | -5.8% |
| All | +61.3% | -35.6% | +96.9% | +55.6% |
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