+43.7%
REPL vs EXR
+129.8%
-86.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | +5.3% | -1.1% | +6.4% | +5.6% |
| 30D | +66.6% | +18.8% | +47.9% | +58.2% |
| 3M | +59.6% | +9.9% | +49.6% | +54.9% |
| 6M | +482.4% | +12.6% | +469.7% | +453.2% |
| YTD | +124.1% | +26.5% | +97.6% | +100.8% |
| 1Y | +138.6% | +24.5% | +114.1% | +115.1% |
| 3Y | +96.0% | +52.4% | +43.6% | +56.7% |
| 5Y | -35.4% | -1.5% | -33.9% | -40.1% |
| All | +43.7% | +129.8% | -86.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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