+85.9%
FE vs REPL
+45.5%
+40.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | 0.0% |
| 7D | -0.5% | +12.7% | -13.3% | -0.8% |
| 30D | +4.3% | +73.5% | -69.2% | +3.1% |
| 3M | +0.4% | +70.3% | -69.9% | -0.8% |
| 6M | +6.9% | +472.0% | -465.0% | +0.7% |
| YTD | +8.0% | +139.5% | -131.5% | +2.4% |
| 1Y | +4.8% | +167.3% | -162.5% | -1.0% |
| 3Y | +49.0% | +109.5% | -60.6% | +28.8% |
| 5Y | +46.2% | -29.9% | +76.1% | +34.0% |
| All | +85.9% | +45.5% | +40.4% | +44.1% |
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 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