+326.4%
FAST vs REPL
-6.0%
+332.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | -0.4% | -3.0% | +2.6% | -0.3% |
| 30D | -0.8% | +27.1% | -27.9% | -1.7% |
| 3M | +5.8% | +52.4% | -46.6% | +2.4% |
| 6M | +8.0% | +107.4% | -99.5% | -0.5% |
| YTD | +25.6% | +54.7% | -29.1% | +17.0% |
| 1Y | +0.8% | +158.9% | -158.1% | -10.5% |
| 3Y | +86.1% | -23.7% | +109.8% | +60.8% |
| 5Y | +100.2% | -54.3% | +154.6% | +76.8% |
| All | +326.4% | -6.0% | +332.4% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling