-80.3%
FIG vs REPL
+113.1%
-193.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.8% | -3.9% | -5.6% |
| 7D | -16.4% | -5.7% | -10.6% | -16.3% |
| 30D | -2.3% | +22.5% | -24.8% | -2.8% |
| 3M | +7.8% | +64.7% | -56.8% | +5.2% |
| 6M | -21.8% | +83.0% | -104.9% | -25.4% |
| YTD | -39.1% | +52.0% | -91.1% | -41.8% |
| 1Y | -56.6% | +144.5% | -201.2% | -58.5% |
| All | -80.3% | +113.1% | -193.4% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling