-58.4%
FICO vs REPL
+175.2%
-233.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +1.1% |
| 7D | +0.9% | +12.7% | -11.9% | +1.3% |
| 30D | +9.4% | +73.5% | -64.0% | +11.9% |
| 3M | -30.4% | +70.3% | -100.7% | -28.8% |
| 6M | -35.1% | +472.0% | -507.1% | -29.7% |
| YTD | -56.8% | +139.5% | -196.3% | -49.0% |
| 1Y | -58.4% | +167.3% | -225.7% | -52.2% |
| All | -58.4% | +175.2% | -233.6% | -52.2% |
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 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