+904.6%
FLEX vs REPL
-7.7%
+912.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.5% |
| 7D | +7.0% | -5.7% | +12.7% | +7.4% |
| 30D | -5.8% | +22.5% | -28.3% | -7.3% |
| 3M | -24.2% | +64.7% | -88.9% | -29.1% |
| 6M | +90.8% | +83.0% | +7.8% | +65.6% |
| YTD | +89.2% | +52.0% | +37.2% | +65.9% |
| 1Y | +104.7% | +144.5% | -39.8% | +65.9% |
| 3Y | +478.1% | -25.1% | +503.1% | +343.8% |
| 5Y | +726.2% | -52.9% | +779.1% | +551.4% |
| All | +904.6% | -7.7% | +912.3% | +507.2% |
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