+43.7%
REPL vs EFV
+116.9%
-73.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | +5.3% | -1.0% | +6.3% | +6.1% |
| 30D | +66.6% | +3.1% | +63.6% | +61.8% |
| 3M | +59.6% | -1.2% | +60.8% | +60.8% |
| 6M | +482.4% | +5.6% | +476.7% | +445.8% |
| YTD | +124.1% | +15.8% | +108.3% | +88.3% |
| 1Y | +138.6% | +20.0% | +118.5% | +93.3% |
| 3Y | +96.0% | +91.0% | +5.1% | -5.6% |
| 5Y | -35.4% | +93.7% | -129.0% | -69.6% |
| All | +43.7% | +116.9% | -73.2% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling