+130.7%
REPL vs EFV
+25.8%
+104.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +0.9% |
| 7D | +28.8% | +2.9% | +25.9% | +29.7% |
| 30D | +57.3% | +3.6% | +53.8% | +58.6% |
| 3M | +73.6% | -0.1% | +73.7% | +73.8% |
| 6M | +582.8% | +9.6% | +573.2% | +573.1% |
| YTD | +112.9% | +17.0% | +95.9% | +109.4% |
| 1Y | +130.7% | +25.7% | +105.0% | +112.5% |
| All | +130.7% | +25.8% | +104.8% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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