+105.3%
FAST vs REPL
-35.0%
+140.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.2% | +1.2% | +2.9% | +4.1% |
| 30D | +6.7% | +92.2% | -85.5% | +5.5% |
| 3M | +8.0% | +44.1% | -36.1% | +7.3% |
| 6M | +27.4% | +313.0% | -285.6% | +22.8% |
| YTD | +40.5% | +125.2% | -84.7% | +34.9% |
| 1Y | +38.4% | +143.8% | -105.4% | +32.6% |
| 3Y | +98.7% | +104.2% | -5.5% | +77.8% |
| All | +105.3% | -35.0% | +140.3% | +92.5% |
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