+587.0%
FLEX vs REPL
+39.1%
+547.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.0% | +9.1% | +11.8% |
| 7D | -7.2% | +14.2% | -21.4% | -8.0% |
| 30D | -34.8% | +65.9% | -100.6% | -37.1% |
| 3M | -35.6% | +84.6% | -120.2% | -38.5% |
| 6M | -45.0% | +446.9% | -491.9% | -53.9% |
| YTD | +29.4% | +129.0% | -99.6% | +10.1% |
| 1Y | +24.8% | +167.9% | -143.1% | +4.8% |
| 3Y | +304.4% | +93.9% | +210.5% | +178.3% |
| 5Y | +484.1% | -33.0% | +517.0% | +351.7% |
| All | +587.0% | +39.1% | +547.8% | +302.9% |
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