+97.8%
FDX vs REPL
+36.8%
+61.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +5.2% | +1.2% | +3.9% | +5.1% |
| 30D | +11.3% | +92.2% | -80.9% | +8.8% |
| 3M | -4.1% | +44.1% | -48.2% | -5.5% |
| 6M | +9.6% | +313.0% | -303.4% | +1.6% |
| YTD | +40.9% | +125.2% | -84.3% | +30.3% |
| 1Y | +53.0% | +143.8% | -90.7% | +40.9% |
| 3Y | +74.1% | +104.2% | -30.1% | +38.2% |
| 5Y | +75.1% | -34.5% | +109.6% | +52.6% |
| All | +97.8% | +36.8% | +61.0% | +39.8% |
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