+79.3%
FFIV vs REPL
+36.8%
+42.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -0.5% | +1.2% | -1.8% | -0.6% |
| 30D | -32.4% | +92.2% | -124.6% | -33.9% |
| 3M | -25.7% | +44.1% | -69.8% | -26.7% |
| 6M | -13.5% | +313.0% | -326.5% | -19.6% |
| YTD | +21.1% | +125.2% | -104.1% | +12.5% |
| 1Y | +29.4% | +143.8% | -114.3% | +19.7% |
| 3Y | +94.9% | +104.2% | -9.3% | +55.8% |
| 5Y | +34.7% | -34.5% | +69.3% | +17.1% |
| All | +79.3% | +36.8% | +42.5% | +28.1% |
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