+105.3%
FAST vs REPL
-35.6%
+140.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.8% | 0.0% |
| 7D | +2.1% | +22.8% | -20.7% | +1.7% |
| 30D | +6.9% | +63.8% | -56.9% | +6.0% |
| 3M | +4.8% | +68.1% | -63.3% | +3.9% |
| 6M | +19.8% | +528.5% | -508.7% | +14.3% |
| YTD | +34.9% | +122.4% | -87.5% | +29.6% |
| 1Y | +32.8% | +154.4% | -121.6% | +27.2% |
| 3Y | +93.7% | +68.0% | +25.8% | +76.6% |
| All | +105.3% | -35.6% | +140.9% | +94.0% |
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