+88.0%
FDX vs REPL
+35.1%
+52.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.0% | -10.7% | -3.0% |
| 7D | -1.6% | +22.8% | -24.4% | -2.3% |
| 30D | +6.6% | +63.8% | -57.2% | +4.8% |
| 3M | -2.1% | +68.1% | -70.2% | -3.9% |
| 6M | +2.2% | +528.5% | -526.3% | -7.2% |
| YTD | +33.9% | +122.4% | -88.5% | +23.9% |
| 1Y | +50.2% | +154.4% | -104.1% | +38.0% |
| 3Y | +65.5% | +68.0% | -2.5% | +34.1% |
| 5Y | +74.1% | -35.4% | +109.4% | +51.8% |
| All | +88.0% | +35.1% | +52.9% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling