-69.2%
FIS vs REPL
+39.1%
-108.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.3% | -1.4% |
| 7D | -29.4% | +14.2% | -43.6% | -29.6% |
| 30D | -16.7% | +65.9% | -82.6% | -17.8% |
| 3M | -33.0% | +84.6% | -117.6% | -34.0% |
| 6M | -33.3% | +446.9% | -480.3% | -37.6% |
| YTD | -56.0% | +129.0% | -185.0% | -58.4% |
| 1Y | -54.6% | +167.9% | -222.5% | -57.4% |
| 3Y | -40.6% | +93.9% | -134.5% | -50.5% |
| 5Y | -71.9% | -33.0% | -39.0% | -75.0% |
| All | -69.2% | +39.1% | -108.3% | -77.6% |
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