+54.6%
TER vs REPL
-35.6%
+90.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.0% | -5.4% | +2.1% |
| 7D | -20.5% | +22.8% | -43.2% | -21.4% |
| 30D | -47.0% | +63.8% | -110.8% | -48.7% |
| 3M | -43.3% | +68.1% | -111.4% | -45.3% |
| 6M | -42.9% | +528.5% | -571.4% | -52.1% |
| YTD | +12.9% | +122.4% | -109.6% | -2.3% |
| 1Y | +18.2% | +154.4% | -136.2% | +1.0% |
| 3Y | +151.8% | +68.0% | +83.8% | +75.2% |
| All | +54.6% | -35.6% | +90.2% | +22.5% |
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 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