+160.1%
FITB vs REPL
+45.5%
+114.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.5% |
| 7D | +0.5% | +12.7% | -12.3% | -0.1% |
| 30D | +7.0% | +73.5% | -66.5% | +4.3% |
| 3M | -4.4% | +70.3% | -74.7% | -6.8% |
| 6M | +11.6% | +472.0% | -460.4% | -1.5% |
| YTD | +18.6% | +139.5% | -120.9% | +6.1% |
| 1Y | +29.8% | +167.3% | -137.4% | +15.2% |
| 3Y | +140.7% | +109.5% | +31.2% | +78.7% |
| 5Y | +48.6% | -29.9% | +78.5% | +22.6% |
| All | +160.1% | +45.5% | +114.6% | +60.1% |
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