-0.8%
REPL vs EFV
+123.4%
-124.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -3.0% | +1.5% | -4.5% | -4.3% |
| 30D | +27.1% | +1.7% | +25.4% | +24.9% |
| 3M | +52.4% | +8.6% | +43.7% | +39.8% |
| 6M | +107.4% | +11.7% | +95.8% | +82.1% |
| YTD | +54.7% | +19.3% | +35.5% | +27.0% |
| 1Y | +158.9% | +30.2% | +128.7% | +95.7% |
| 3Y | -23.7% | +91.6% | -115.3% | -63.1% |
| 5Y | -54.3% | +96.4% | -150.7% | -78.6% |
| All | -0.8% | +123.4% | -124.1% | -61.7% |
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 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