+130.7%
REPL vs BTG
+24.4%
+106.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -1.3% |
| 7D | +28.8% | -0.2% | +29.0% | +28.6% |
| 30D | +57.3% | -0.8% | +58.1% | +57.1% |
| 3M | +73.6% | +31.8% | +41.7% | +63.1% |
| 6M | +582.8% | +20.4% | +562.4% | +565.9% |
| YTD | +112.9% | +14.7% | +98.1% | +108.9% |
| 1Y | +130.7% | +29.4% | +101.3% | +119.8% |
| All | +130.7% | +24.4% | +106.3% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling