-83.7%
FIG vs REPL
+212.0%
-295.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.0% | -6.0% | +1.8% |
| 7D | -13.1% | +22.8% | -35.9% | -13.5% |
| 30D | -13.0% | +63.8% | -76.8% | -14.0% |
| 3M | -21.5% | +68.1% | -89.6% | -22.6% |
| 6M | -2.5% | +528.5% | -531.0% | -8.8% |
| YTD | -49.7% | +122.4% | -172.1% | -52.3% |
| 1Y | -59.1% | +154.4% | -213.4% | -61.4% |
| All | -83.7% | +212.0% | -295.7% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling