-33.0%
REPL vs EFV
+92.7%
-125.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.2% | +1.3% |
| 7D | +14.2% | +1.7% | +12.5% | +12.9% |
| 30D | +65.9% | +3.4% | +62.4% | +62.4% |
| 3M | +84.6% | -1.7% | +86.3% | +86.1% |
| 6M | +446.9% | +6.4% | +440.5% | +419.9% |
| YTD | +129.0% | +16.3% | +112.7% | +101.6% |
| 1Y | +167.9% | +22.9% | +144.9% | +126.0% |
| 3Y | +93.9% | +92.8% | +1.1% | +10.3% |
| 5Y | -33.0% | +93.5% | -126.5% | -61.3% |
| All | -33.0% | +92.7% | -125.7% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling