+11.9%
FE vs REPL
+161.1%
-149.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.6% |
| 7D | +1.9% | -3.0% | +4.9% | +1.9% |
| 30D | -1.2% | +27.1% | -28.3% | -1.1% |
| 3M | +3.5% | +52.4% | -48.9% | +3.7% |
| 6M | -6.1% | +107.4% | -113.5% | -6.5% |
| YTD | +7.6% | +54.7% | -47.1% | +7.3% |
| 1Y | +11.9% | +158.9% | -147.0% | +11.2% |
| All | +11.9% | +161.1% | -149.2% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling