+207.8%
TER vs REPL
+98.6%
+109.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +24.0% | +9.8% | +14.2% | +23.4% |
| 30D | -30.6% | +81.5% | -112.1% | -32.5% |
| 3M | -34.5% | +44.2% | -78.7% | -35.7% |
| 6M | -26.4% | +437.4% | -463.8% | -34.2% |
| YTD | +36.4% | +126.1% | -89.7% | +23.2% |
| 1Y | +47.4% | +143.1% | -95.7% | +32.5% |
| All | +207.8% | +98.6% | +109.2% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling