+71.7%
TER vs REPL
-35.0%
+106.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | +14.4% | +1.2% | +13.1% | +14.2% |
| 30D | -30.6% | +92.2% | -122.8% | -33.4% |
| 3M | -39.2% | +44.1% | -83.3% | -40.8% |
| 6M | -31.3% | +313.0% | -344.3% | -40.1% |
| YTD | +29.1% | +125.2% | -96.1% | +11.6% |
| 1Y | +47.4% | +143.8% | -96.3% | +26.6% |
| 3Y | +191.2% | +104.2% | +87.0% | +95.1% |
| All | +71.7% | -35.0% | +106.7% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling