+71.1%
FITB vs REPL
-53.9%
+125.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | +2.8% | -5.7% | +8.6% | +2.9% |
| 30D | -4.5% | +22.5% | -27.0% | -4.9% |
| 3M | +5.7% | +64.7% | -59.0% | +3.8% |
| 6M | +17.1% | +83.0% | -65.9% | +12.4% |
| YTD | +18.3% | +52.0% | -33.6% | +14.1% |
| 1Y | +23.9% | +144.5% | -120.6% | +15.4% |
| 3Y | +131.1% | -25.1% | +156.2% | +113.3% |
| 5Y | +71.1% | -52.9% | +124.0% | +62.0% |
| All | +71.1% | -53.9% | +125.0% | +62.0% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling