+96.9%
FDX vs REPL
+36.1%
+60.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.2% |
| 7D | -2.1% | +5.3% | -7.3% | -2.2% |
| 30D | +10.4% | +66.6% | -56.2% | +8.4% |
| 3M | +0.5% | +59.6% | -59.1% | -1.3% |
| 6M | +6.5% | +482.4% | -475.9% | -2.9% |
| YTD | +40.2% | +124.1% | -83.8% | +29.7% |
| 1Y | +52.1% | +138.6% | -86.5% | +40.1% |
| 3Y | +72.8% | +96.0% | -23.2% | +37.8% |
| 5Y | +76.3% | -35.4% | +111.7% | +53.8% |
| All | +96.9% | +36.1% | +60.7% | +39.2% |
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