+558.9%
FLEX vs REPL
+36.8%
+522.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | +7.5% | +1.2% | +6.2% | +7.3% |
| 30D | -25.3% | +92.2% | -117.5% | -28.7% |
| 3M | -39.7% | +44.1% | -83.8% | -41.4% |
| 6M | -47.9% | +313.0% | -360.9% | -55.2% |
| YTD | +24.1% | +125.2% | -101.1% | +5.7% |
| 1Y | +26.0% | +143.8% | -117.8% | +6.5% |
| 3Y | +282.7% | +104.2% | +178.5% | +160.7% |
| 5Y | +424.2% | -34.5% | +458.8% | +306.2% |
| All | +558.9% | +36.8% | +522.1% | +286.7% |
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