+84.1%
FFIV vs REPL
+45.5%
+38.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.3% |
| 7D | -4.2% | +12.7% | -16.9% | -4.5% |
| 30D | -33.9% | +73.5% | -107.3% | -35.1% |
| 3M | -22.6% | +70.3% | -92.9% | -24.1% |
| 6M | -10.4% | +472.0% | -482.4% | -17.8% |
| YTD | +24.3% | +139.5% | -115.2% | +15.3% |
| 1Y | +31.8% | +167.3% | -135.5% | +21.5% |
| 3Y | +99.5% | +109.5% | -10.0% | +59.9% |
| 5Y | +40.7% | -29.9% | +70.7% | +22.1% |
| All | +84.1% | +45.5% | +38.6% | +31.2% |
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