-35.4%
REPL vs BG
+23.9%
-59.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.6% |
| 7D | +5.3% | +3.4% | +1.9% | +4.5% |
| 30D | +66.6% | -3.8% | +70.4% | +67.5% |
| 3M | +59.6% | -9.6% | +69.1% | +62.2% |
| 6M | +482.4% | -19.5% | +501.9% | +506.6% |
| YTD | +124.1% | +14.6% | +109.5% | +112.6% |
| 1Y | +138.6% | +6.6% | +131.9% | +130.6% |
| 3Y | +96.0% | +4.7% | +91.4% | +83.2% |
| 5Y | -35.4% | +22.1% | -57.4% | -42.0% |
| All | -35.4% | +23.9% | -59.3% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling