+416.7%
FLEX vs REPL
-35.6%
+452.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.4% | +4.2% |
| 7D | -19.3% | +22.8% | -42.1% | -20.1% |
| 30D | -41.5% | +63.8% | -105.3% | -42.9% |
| 3M | -43.1% | +68.1% | -111.2% | -44.6% |
| 6M | -48.2% | +528.5% | -576.7% | -54.2% |
| YTD | +15.5% | +122.4% | -106.9% | +3.9% |
| 1Y | +10.2% | +154.4% | -144.1% | -1.5% |
| 3Y | +256.8% | +68.0% | +188.8% | +185.2% |
| All | +416.7% | -35.6% | +452.3% | +374.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling