+137.2%
FFIV vs REPL
-22.6%
+159.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -1.0% | -3.0% | +2.0% | -0.9% |
| 30D | -5.1% | +27.1% | -32.2% | -5.1% |
| 3M | -4.5% | +52.4% | -56.8% | -4.9% |
| 6M | +36.5% | +107.4% | -71.0% | +36.9% |
| YTD | +53.0% | +54.7% | -1.8% | +53.5% |
| 1Y | +24.2% | +158.9% | -134.6% | +24.3% |
| All | +137.2% | -22.6% | +159.9% | +131.7% |
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