+144.8%
REPL vs EFV
+19.1%
+125.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +0.9% |
| 7D | +9.8% | +0.7% | +9.1% | +9.9% |
| 30D | +81.5% | +2.0% | +79.5% | +82.3% |
| 3M | +44.2% | -1.6% | +45.9% | +43.9% |
| 6M | +437.4% | +5.8% | +431.6% | +428.5% |
| YTD | +126.1% | +15.6% | +110.5% | +126.2% |
| All | +144.8% | +19.1% | +125.7% | +140.9% |
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