-79.1%
FIG vs REPL
+117.0%
-196.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -4.3% |
| 7D | -16.3% | -3.0% | -13.3% | -16.3% |
| 30D | -14.3% | +27.1% | -41.5% | -14.8% |
| 3M | +7.2% | +52.4% | -45.2% | +4.9% |
| 6M | -18.6% | +107.4% | -126.1% | -22.5% |
| YTD | -35.5% | +54.7% | -90.2% | -38.3% |
| 1Y | -55.8% | +158.9% | -214.7% | -58.2% |
| All | -79.1% | +117.0% | -196.1% | -79.0% |
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