+99.1%
V vs REPL
-35.6%
+134.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.1% |
| 7D | +2.2% | +22.8% | -20.6% | +2.0% |
| 30D | +13.6% | +63.8% | -50.2% | +13.0% |
| 3M | +14.3% | +68.1% | -53.8% | +13.7% |
| 6M | +33.1% | +528.5% | -495.4% | +29.2% |
| YTD | +21.2% | +122.4% | -101.2% | +18.7% |
| 1Y | +26.4% | +154.4% | -127.9% | +23.4% |
| 3Y | +77.6% | +68.0% | +9.6% | +64.5% |
| All | +99.1% | -35.6% | +134.7% | +91.4% |
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