+352.0%
FICO vs REPL
-6.0%
+358.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.0% | -16.6% |
| 7D | -19.2% | -3.0% | -16.2% | -19.1% |
| 30D | -14.6% | +27.1% | -41.7% | -15.5% |
| 3M | -20.1% | +52.4% | -72.5% | -22.8% |
| 6M | -36.3% | +107.4% | -143.8% | -42.3% |
| YTD | -44.9% | +54.7% | -99.6% | -49.2% |
| 1Y | -38.6% | +158.9% | -197.5% | -47.3% |
| 3Y | +4.0% | -23.7% | +27.7% | -14.3% |
| 5Y | +99.5% | -54.3% | +153.9% | +69.2% |
| All | +352.0% | -6.0% | +358.0% | +193.6% |
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