+23.4%
FITB vs REPL
+136.9%
-113.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | -0.4% | -9.6% | +9.2% | -0.4% |
| 30D | -5.1% | +5.7% | -10.9% | -5.1% |
| 3M | +3.5% | +56.4% | -52.8% | +3.8% |
| 6M | +17.2% | +67.4% | -50.2% | +17.8% |
| YTD | +17.6% | +48.7% | -31.0% | +18.4% |
| 1Y | +23.4% | +148.3% | -124.9% | +21.8% |
| All | +23.4% | +136.9% | -113.5% | +21.8% |
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