+77.3%
F vs REPL
+35.1%
+42.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -1.1% |
| 7D | +1.6% | +22.8% | -21.2% | +0.6% |
| 30D | +2.6% | +63.8% | -61.1% | +0.2% |
| 3M | -8.8% | +68.1% | -76.9% | -11.3% |
| 6M | +4.6% | +528.5% | -523.9% | -8.7% |
| YTD | -1.9% | +122.4% | -124.3% | -12.6% |
| 1Y | -0.8% | +154.4% | -155.1% | -12.3% |
| 3Y | +43.5% | +68.0% | -24.5% | +8.6% |
| 5Y | -12.1% | -35.4% | +23.3% | -27.8% |
| All | +77.3% | +35.1% | +42.2% | +15.2% |
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