-41.0%
FIS vs REPL
+136.7%
-177.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.9% |
| 7D | -3.5% | -5.7% | +2.3% | -3.5% |
| 30D | -7.8% | +22.5% | -30.3% | -7.5% |
| 3M | +0.8% | +64.7% | -63.8% | +2.6% |
| 6M | -21.9% | +83.0% | -104.9% | -19.0% |
| YTD | -39.5% | +52.0% | -91.4% | -37.2% |
| 1Y | -41.0% | +144.5% | -185.5% | -39.5% |
| All | -41.0% | +136.7% | -177.7% | -39.5% |
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