+948.1%
FIX vs REPL
-35.6%
+983.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.0% | -2.5% | +5.2% |
| 7D | -17.5% | +22.8% | -40.2% | -18.0% |
| 30D | -41.6% | +63.8% | -105.4% | -42.5% |
| 3M | -40.6% | +68.1% | -108.7% | -41.6% |
| 6M | -49.4% | +528.5% | -577.9% | -53.1% |
| YTD | +9.2% | +122.4% | -113.2% | +2.4% |
| 1Y | +6.5% | +154.4% | -147.9% | -0.7% |
| 3Y | +448.7% | +68.0% | +380.7% | +375.0% |
| All | +948.1% | -35.6% | +983.7% | +883.4% |
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