-83.2%
FIG vs REPL
+215.9%
-299.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | +3.4% | +1.2% | +2.2% | +3.4% |
| 30D | -9.5% | +92.2% | -101.6% | -10.9% |
| 3M | -26.2% | +44.1% | -70.3% | -26.9% |
| 6M | +2.7% | +313.0% | -310.3% | -3.4% |
| YTD | -48.0% | +125.2% | -173.2% | -50.7% |
| 1Y | -52.0% | +143.8% | -195.8% | -54.7% |
| All | -83.2% | +215.9% | -299.0% | -83.2% |
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 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