+76.8%
F vs REPL
+36.1%
+40.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | 0.0% |
| 7D | -2.1% | +5.3% | -7.4% | -2.4% |
| 30D | +3.3% | +66.6% | -63.3% | +0.7% |
| 3M | -11.3% | +59.6% | -70.9% | -13.5% |
| 6M | +5.3% | +482.4% | -477.0% | -7.7% |
| YTD | -2.2% | +124.1% | -126.3% | -12.9% |
| 1Y | -3.5% | +138.6% | -142.1% | -14.5% |
| 3Y | +49.5% | +96.0% | -46.5% | +11.2% |
| 5Y | -13.5% | -35.4% | +21.9% | -29.0% |
| All | +76.8% | +36.1% | +40.6% | +14.7% |
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