+76.2%
FDX vs REPL
-35.0%
+111.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +5.2% | +1.2% | +3.9% | +5.2% |
| 30D | +11.3% | +92.2% | -80.9% | +10.5% |
| 3M | -4.1% | +44.1% | -48.2% | -4.6% |
| 6M | +9.6% | +313.0% | -303.4% | +7.0% |
| YTD | +40.9% | +125.2% | -84.3% | +37.7% |
| 1Y | +53.0% | +143.8% | -90.7% | +49.3% |
| 3Y | +74.1% | +104.2% | -30.1% | +55.6% |
| All | +76.2% | -35.0% | +111.2% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling