+594.0%
FLEX vs REPL
+36.1%
+557.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.4% | +10.2% | +4.2% |
| 7D | +2.2% | +5.3% | -3.0% | +1.9% |
| 30D | -32.6% | +66.6% | -99.3% | -35.1% |
| 3M | -35.5% | +59.6% | -95.0% | -37.7% |
| 6M | -45.6% | +482.4% | -527.9% | -54.6% |
| YTD | +30.7% | +124.1% | -93.4% | +11.3% |
| 1Y | +28.4% | +138.6% | -110.2% | +8.8% |
| 3Y | +301.7% | +96.0% | +205.6% | +175.3% |
| 5Y | +473.3% | -35.4% | +508.7% | +344.9% |
| All | +594.0% | +36.1% | +557.9% | +307.4% |
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 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