+44.7%
FITB vs REPL
-35.6%
+80.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.0% | -8.8% | -0.9% |
| 7D | -1.5% | +22.8% | -24.3% | -1.9% |
| 30D | +5.8% | +63.8% | -58.0% | +4.8% |
| 3M | -6.1% | +68.1% | -74.2% | -7.1% |
| 6M | +5.9% | +528.5% | -522.5% | +0.1% |
| YTD | +16.1% | +122.4% | -106.3% | +11.2% |
| 1Y | +28.8% | +154.4% | -125.5% | +22.7% |
| 3Y | +126.0% | +68.0% | +58.0% | +97.4% |
| All | +44.7% | -35.6% | +80.3% | +40.8% |
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 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