+93.3%
FDX vs REPL
+25.1%
+68.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.7% |
| 7D | +2.9% | +15.1% | -12.2% | +2.4% |
| 30D | +9.6% | +51.1% | -41.5% | +8.0% |
| 3M | +2.4% | +69.2% | -66.9% | +0.4% |
| 6M | +9.2% | +597.6% | -588.3% | -1.4% |
| YTD | +37.7% | +106.0% | -68.3% | +27.7% |
| 1Y | +56.1% | +133.3% | -77.2% | +43.8% |
| 3Y | +68.9% | +41.0% | +28.0% | +38.7% |
| 5Y | +79.0% | -40.1% | +119.1% | +56.5% |
| All | +93.3% | +25.1% | +68.2% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling