-12.7%
REPL vs EFV
+119.2%
-131.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.1% |
| 7D | -13.4% | -2.0% | -11.4% | -11.7% |
| 30D | -3.0% | -0.2% | -2.8% | -2.8% |
| 3M | +56.3% | +9.1% | +47.2% | +42.6% |
| 6M | +60.9% | +11.7% | +49.2% | +41.2% |
| YTD | +36.2% | +17.0% | +19.2% | +13.8% |
| 1Y | +121.0% | +26.7% | +94.3% | +71.5% |
| 3Y | -32.8% | +90.2% | -123.0% | -67.3% |
| 5Y | -58.7% | +96.1% | -154.7% | -80.6% |
| All | -12.7% | +119.2% | -131.8% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling