+105.4%
FANG vs REPL
-19.2%
+124.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +2.9% | -14.1% | +17.0% | +3.6% |
| 30D | +2.6% | -15.2% | +17.8% | +3.3% |
| 3M | +7.6% | +49.9% | -42.3% | +3.4% |
| 6M | +17.3% | +63.5% | -46.2% | +7.5% |
| YTD | +38.7% | +32.9% | +5.8% | +28.2% |
| 1Y | +51.6% | +115.0% | -63.3% | +32.0% |
| 3Y | +50.0% | -34.7% | +84.7% | +25.0% |
| 5Y | +237.6% | -59.7% | +297.2% | +188.3% |
| All | +105.4% | -19.2% | +124.6% | +30.1% |
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