+218.0%
V vs REPL
+45.5%
+172.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.1% |
| 7D | +0.6% | +12.7% | -12.1% | +0.3% |
| 30D | +9.7% | +73.5% | -63.7% | +8.0% |
| 3M | +17.3% | +70.3% | -53.0% | +15.4% |
| 6M | +33.2% | +472.0% | -438.8% | +23.2% |
| YTD | +21.3% | +139.5% | -118.2% | +13.3% |
| 1Y | +27.3% | +167.3% | -139.9% | +18.3% |
| 3Y | +76.1% | +109.5% | -33.5% | +45.5% |
| 5Y | +103.5% | -29.9% | +133.4% | +80.6% |
| All | +218.0% | +45.5% | +172.5% | +120.3% |
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 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