+4.4%
FICO vs REPL
-22.6%
+27.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.0% | -16.7% |
| 7D | -19.2% | -3.0% | -16.2% | -19.2% |
| 30D | -14.6% | +27.1% | -41.7% | -14.5% |
| 3M | -20.1% | +52.4% | -72.5% | -19.6% |
| 6M | -36.3% | +107.4% | -143.8% | -35.8% |
| YTD | -44.9% | +54.7% | -99.6% | -44.2% |
| 1Y | -38.6% | +158.9% | -197.5% | -38.9% |
| All | +4.4% | -22.6% | +27.1% | +2.8% |
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