-41.3%
FIS vs REPL
+98.6%
-139.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.1% |
| 7D | -3.5% | +9.8% | -13.3% | -3.4% |
| 30D | -19.4% | +81.5% | -100.9% | -19.1% |
| 3M | -31.6% | +44.2% | -75.8% | -31.4% |
| 6M | -32.5% | +437.4% | -469.9% | -31.8% |
| YTD | -56.0% | +126.1% | -182.1% | -55.2% |
| 1Y | -55.5% | +143.1% | -198.7% | -54.8% |
| All | -41.3% | +98.6% | -139.8% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling