-57.9%
FICO vs REPL
+152.6%
-210.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.1% |
| 7D | -0.9% | +22.8% | -23.7% | -0.2% |
| 30D | +3.3% | +63.8% | -60.4% | +5.5% |
| 3M | -31.7% | +68.1% | -99.8% | -30.1% |
| 6M | -34.0% | +528.5% | -562.5% | -28.3% |
| YTD | -58.3% | +122.4% | -180.8% | -51.2% |
| 1Y | -57.9% | +154.4% | -212.3% | -51.4% |
| All | -57.9% | +152.6% | -210.5% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling