+70.0%
FDX vs REPL
-35.6%
+105.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.0% | -10.7% | -2.8% |
| 7D | -1.6% | +22.8% | -24.4% | -1.9% |
| 30D | +6.6% | +63.8% | -57.2% | +6.0% |
| 3M | -2.1% | +68.1% | -70.2% | -2.7% |
| 6M | +2.2% | +528.5% | -526.3% | -1.0% |
| YTD | +33.9% | +122.4% | -88.5% | +30.9% |
| 1Y | +50.2% | +154.4% | -104.1% | +46.4% |
| 3Y | +65.5% | +68.0% | -2.5% | +50.9% |
| All | +70.0% | -35.6% | +105.7% | +60.9% |
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