+37.4%
FAST vs REPL
+147.5%
-110.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +1.3% |
| 7D | +4.3% | +5.3% | -1.0% | +4.2% |
| 30D | +8.3% | +66.6% | -58.3% | +7.6% |
| 3M | +6.5% | +59.6% | -53.1% | +5.8% |
| 6M | +29.5% | +482.4% | -452.8% | +24.3% |
| YTD | +41.3% | +124.1% | -82.8% | +31.9% |
| 1Y | +37.4% | +138.6% | -101.2% | +26.9% |
| All | +37.4% | +147.5% | -110.1% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling