+105.0%
FAST vs REPL
-40.1%
+145.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.5% |
| 7D | +0.7% | +15.1% | -14.5% | +0.4% |
| 30D | +4.6% | +51.1% | -46.5% | +3.9% |
| 3M | +6.4% | +69.2% | -62.9% | +5.3% |
| 6M | +20.6% | +597.6% | -577.0% | +14.8% |
| YTD | +34.7% | +106.0% | -71.3% | +29.5% |
| 1Y | +29.7% | +133.3% | -103.7% | +24.4% |
| 3Y | +89.9% | +41.0% | +48.9% | +75.3% |
| 5Y | +105.0% | -40.1% | +145.1% | +93.0% |
| All | +105.0% | -40.1% | +145.0% | +93.0% |
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