+96.0%
FDX vs REPL
-6.0%
+102.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 7D | -2.5% | -3.0% | +0.4% | -2.4% |
| 30D | +3.8% | +27.1% | -23.3% | +2.9% |
| 3M | -1.3% | +52.4% | -53.7% | -4.1% |
| 6M | +5.0% | +107.4% | -102.4% | -2.7% |
| YTD | +39.6% | +54.7% | -15.1% | +30.9% |
| 1Y | +81.1% | +158.9% | -77.7% | +61.4% |
| 3Y | +63.0% | -23.7% | +86.8% | +40.3% |
| 5Y | +65.6% | -54.3% | +119.9% | +45.9% |
| All | +96.0% | -6.0% | +102.0% | +40.5% |
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