+44.6%
FE vs REPL
+48.4%
-3.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.4% | -1.4% |
| 7D | -1.0% | +22.8% | -23.8% | -1.0% |
| 30D | +4.1% | +63.8% | -59.6% | +4.2% |
| 3M | -1.0% | +68.1% | -69.1% | -1.0% |
| 6M | +4.0% | +528.5% | -524.5% | +3.7% |
| YTD | +6.8% | +122.4% | -115.6% | +6.6% |
| 1Y | +5.3% | +154.4% | -149.1% | +5.0% |
| 3Y | +44.6% | +68.0% | -23.4% | +42.3% |
| All | +44.6% | +48.4% | -3.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling