+50.3%
FANG vs REPL
-33.1%
+83.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.4% | +9.7% | +1.5% |
| 7D | +1.2% | -13.4% | +14.6% | +1.4% |
| 30D | +2.4% | -3.0% | +5.4% | +2.4% |
| 3M | +5.1% | +56.3% | -51.2% | +3.8% |
| 6M | +16.4% | +60.9% | -44.5% | +14.1% |
| YTD | +39.0% | +36.2% | +2.7% | +36.4% |
| 1Y | +50.6% | +121.0% | -70.4% | +45.4% |
| All | +50.3% | -33.1% | +83.4% | +47.1% |
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 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