+202.8%
TER vs REPL
-54.3%
+257.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.6% |
| 7D | +0.6% | -3.0% | +3.6% | +0.8% |
| 30D | -8.3% | +27.1% | -35.4% | -9.8% |
| 3M | -12.2% | +52.4% | -64.6% | -16.8% |
| 6M | +17.1% | +107.4% | -90.4% | +1.2% |
| YTD | +84.7% | +54.7% | +29.9% | +63.5% |
| 1Y | +199.9% | +158.9% | +41.1% | +140.5% |
| 3Y | +232.8% | -23.7% | +256.5% | +160.1% |
| All | +202.8% | -54.3% | +257.1% | +147.4% |
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