+94.6%
FDX vs REPL
+39.1%
+55.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.4% |
| 7D | +0.2% | +14.2% | -14.0% | -0.3% |
| 30D | +9.3% | +65.9% | -56.6% | +7.4% |
| 3M | +0.5% | +84.6% | -84.1% | -1.7% |
| 6M | +5.3% | +446.9% | -441.6% | -3.7% |
| YTD | +38.6% | +129.0% | -90.4% | +28.1% |
| 1Y | +53.5% | +167.9% | -114.3% | +40.7% |
| 3Y | +74.2% | +93.9% | -19.7% | +39.3% |
| 5Y | +75.3% | -33.0% | +108.2% | +52.6% |
| All | +94.6% | +39.1% | +55.4% | +37.5% |
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 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