+22.8%
FLEX vs REPL
+163.1%
-140.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.0% | +9.1% | +11.9% |
| 7D | -7.2% | +14.2% | -21.4% | -7.8% |
| 30D | -34.8% | +65.9% | -100.6% | -36.5% |
| 3M | -35.6% | +84.6% | -120.2% | -37.7% |
| 6M | -45.0% | +446.9% | -491.9% | -50.8% |
| YTD | +29.4% | +129.0% | -99.6% | +11.3% |
| All | +22.8% | +163.1% | -140.3% | 0.0% |
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