-12.7%
REPL vs BG
+135.7%
-148.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.9% | -9.3% | -8.7% |
| 7D | -13.4% | +3.7% | -17.1% | -14.7% |
| 30D | -3.0% | +12.3% | -15.3% | -7.4% |
| 3M | +56.3% | -2.2% | +58.5% | +56.7% |
| 6M | +60.9% | +5.3% | +55.5% | +55.8% |
| YTD | +36.2% | +42.4% | -6.2% | +16.9% |
| 1Y | +121.0% | +55.2% | +65.8% | +83.1% |
| 3Y | -32.8% | +21.0% | -53.8% | -41.3% |
| 5Y | -58.7% | +87.1% | -145.8% | -72.0% |
| All | -12.7% | +135.7% | -148.3% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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