+76.8%
V vs REPL
+110.3%
-33.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.4% |
| 7D | +0.8% | +12.7% | -11.9% | +0.8% |
| 30D | +9.9% | +73.5% | -63.5% | +9.9% |
| 3M | +17.5% | +70.3% | -52.8% | +17.4% |
| 6M | +33.5% | +472.0% | -438.5% | +32.8% |
| YTD | +21.6% | +139.5% | -117.9% | +21.3% |
| 1Y | +27.6% | +167.3% | -139.7% | +27.2% |
| All | +76.8% | +110.3% | -33.5% | +71.6% |
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