-25.1%
REPL vs BTG
+101.2%
-126.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.2% |
| 7D | -5.7% | +4.8% | -10.6% | -6.7% |
| 30D | +22.5% | +8.3% | +14.1% | +20.2% |
| 3M | +64.7% | +32.3% | +32.4% | +52.8% |
| 6M | +83.0% | +3.0% | +80.1% | +81.3% |
| YTD | +52.0% | +21.9% | +30.0% | +43.4% |
| 1Y | +144.5% | +28.2% | +116.4% | +134.1% |
| 3Y | -25.1% | +99.9% | -125.0% | -36.0% |
| All | -25.1% | +101.2% | -126.3% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling