+586.9%
TER vs REPL
+36.1%
+550.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.4% | +14.7% | +8.8% |
| 7D | +5.9% | +5.3% | +0.6% | +5.4% |
| 30D | -30.8% | +66.6% | -97.4% | -33.8% |
| 3M | -29.9% | +59.6% | -89.5% | -33.0% |
| 6M | -27.5% | +482.4% | -509.8% | -42.2% |
| YTD | +37.5% | +124.1% | -86.6% | +12.6% |
| 1Y | +50.3% | +138.6% | -88.3% | +22.2% |
| 3Y | +204.9% | +96.0% | +108.9% | +88.8% |
| 5Y | +89.2% | -35.4% | +124.6% | +34.3% |
| All | +586.9% | +36.1% | +550.7% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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