+46.1%
FE vs REPL
-35.3%
+81.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -0.3% | +9.8% | -10.1% | -0.3% |
| 30D | +3.9% | +81.5% | -77.6% | +3.6% |
| 3M | -0.1% | +44.2% | -44.3% | -0.3% |
| 6M | +6.1% | +437.4% | -431.3% | +4.4% |
| YTD | +8.1% | +126.1% | -118.1% | +6.6% |
| 1Y | +4.4% | +143.1% | -138.7% | +2.9% |
| 3Y | +49.0% | +97.8% | -48.8% | +41.3% |
| 5Y | +46.1% | -34.3% | +80.4% | +43.8% |
| All | +46.1% | -35.3% | +81.4% | +43.8% |
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