-0.8%
REPL vs BTG
+176.8%
-177.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | +27.1% | +36.8% | -9.7% | +19.4% |
| 3M | +52.4% | +23.1% | +29.3% | +45.5% |
| 6M | +107.4% | +3.5% | +104.0% | +104.5% |
| YTD | +54.7% | +25.5% | +29.2% | +46.6% |
| 1Y | +158.9% | +40.1% | +118.8% | +142.9% |
| 3Y | -23.7% | +101.1% | -124.8% | -35.0% |
| 5Y | -54.3% | +70.6% | -124.9% | -60.7% |
| All | -0.8% | +176.8% | -177.5% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling