+103.2%
REPL vs BTG
+92.1%
+11.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.0% | -5.9% |
| 7D | +5.3% | +1.4% | +3.9% | +4.9% |
| 30D | +66.6% | -1.1% | +67.8% | +66.5% |
| 3M | +59.6% | +2.5% | +57.0% | +57.6% |
| 6M | +482.4% | -3.1% | +485.4% | +484.0% |
| YTD | +124.1% | +16.3% | +107.8% | +112.6% |
| 1Y | +138.6% | +27.6% | +110.9% | +120.7% |
| All | +103.2% | +92.1% | +11.1% | +64.9% |
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