+46.0%
FE vs REPL
-35.0%
+81.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.2% | +1.2% | 0.0% | +1.2% |
| 30D | +4.5% | +92.2% | -87.7% | +4.2% |
| 3M | +1.3% | +44.1% | -42.8% | +1.1% |
| 6M | +8.7% | +313.0% | -304.4% | +7.3% |
| YTD | +9.2% | +125.2% | -116.0% | +7.7% |
| 1Y | +7.0% | +143.8% | -136.8% | +5.4% |
| 3Y | +51.4% | +104.2% | -52.8% | +43.3% |
| All | +46.0% | -35.0% | +81.0% | +43.5% |
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