+115.0%
REPL vs BTG
+25.2%
+89.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -14.1% | -3.8% | -10.3% | -13.1% |
| 30D | -15.2% | +3.6% | -18.9% | -16.4% |
| 3M | +49.9% | +32.0% | +17.9% | +33.9% |
| 6M | +63.5% | +3.4% | +60.2% | +65.1% |
| YTD | +32.9% | +20.8% | +12.1% | +16.6% |
| 1Y | +115.0% | +22.4% | +92.6% | +101.2% |
| All | +115.0% | +25.2% | +89.7% | +101.2% |
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