+25.0%
FLEX vs REPL
+125.1%
-100.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.2% | -12.5% | -12.3% |
| 7D | -17.0% | +28.8% | -45.8% | -18.1% |
| 30D | -33.8% | +57.3% | -91.2% | -35.4% |
| 3M | -39.0% | +73.6% | -112.6% | -40.8% |
| 6M | -15.9% | +582.8% | -598.7% | -25.7% |
| YTD | +27.8% | +112.9% | -85.0% | +9.8% |
| 1Y | +25.0% | +130.7% | -105.7% | +4.6% |
| All | +25.0% | +125.1% | -100.2% | +4.6% |
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