+158.9%
REPL vs BTG
+38.4%
+120.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | +27.1% | +36.8% | -9.7% | +13.6% |
| 3M | +52.4% | +23.1% | +29.3% | +42.4% |
| 6M | +107.4% | +3.5% | +104.0% | +110.6% |
| YTD | +54.7% | +25.5% | +29.2% | +34.1% |
| 1Y | +158.9% | +40.1% | +118.8% | +66.7% |
| All | +158.9% | +38.4% | +120.5% | +66.7% |
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