-51.1%
FIS vs REPL
+125.1%
-176.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +0.2% | -23.9% | -23.7% |
| 7D | -18.4% | +28.8% | -47.3% | -17.9% |
| 30D | -11.4% | +57.3% | -68.7% | -10.3% |
| 3M | -32.0% | +73.6% | -105.6% | -30.9% |
| 6M | -35.6% | +582.8% | -618.4% | -30.3% |
| YTD | -53.8% | +112.9% | -166.7% | -49.9% |
| 1Y | -51.1% | +130.7% | -181.7% | -47.0% |
| All | -51.1% | +125.1% | -176.2% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling