+108.3%
V vs REPL
-35.0%
+143.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +0.9% | +1.2% | -0.3% | +0.9% |
| 30D | +9.0% | +92.2% | -83.2% | +8.3% |
| 3M | +16.7% | +44.1% | -27.4% | +16.3% |
| 6M | +33.4% | +313.0% | -279.6% | +30.4% |
| YTD | +22.4% | +125.2% | -102.9% | +19.7% |
| 1Y | +27.7% | +143.8% | -116.1% | +24.7% |
| 3Y | +78.0% | +104.2% | -26.2% | +62.4% |
| All | +108.3% | -35.0% | +143.3% | +100.7% |
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