-71.4%
FIS vs REPL
-35.6%
-35.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.0% | -10.2% | -2.3% |
| 7D | -25.5% | +22.8% | -48.2% | -25.6% |
| 30D | -15.1% | +63.8% | -78.8% | -15.3% |
| 3M | -32.1% | +68.1% | -100.2% | -32.3% |
| 6M | -36.1% | +528.5% | -564.5% | -37.5% |
| YTD | -55.4% | +122.4% | -177.8% | -55.9% |
| 1Y | -53.9% | +154.4% | -208.2% | -54.6% |
| 3Y | -39.8% | +68.0% | -107.7% | -45.0% |
| All | -71.4% | -35.6% | -35.8% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling