+242.9%
FICO vs REPL
+25.1%
+217.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.0% |
| 7D | -0.3% | +15.1% | -15.4% | -0.8% |
| 30D | +1.7% | +51.1% | -49.4% | +0.1% |
| 3M | -35.2% | +69.2% | -104.4% | -36.6% |
| 6M | -33.7% | +597.6% | -631.2% | -41.9% |
| YTD | -58.2% | +106.0% | -164.1% | -61.9% |
| 1Y | -56.6% | +133.3% | -189.9% | -60.9% |
| 3Y | -24.0% | +41.0% | -65.0% | -40.8% |
| 5Y | +86.1% | -40.1% | +126.2% | +56.5% |
| All | +242.9% | +25.1% | +217.8% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling