+473.3%
FLEX vs REPL
-34.5%
+507.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.4% | +10.2% | +4.1% |
| 7D | +2.2% | +5.3% | -3.0% | +2.0% |
| 30D | -32.6% | +66.6% | -99.3% | -34.3% |
| 3M | -35.5% | +59.6% | -95.0% | -37.1% |
| 6M | -45.6% | +482.4% | -527.9% | -51.6% |
| YTD | +30.7% | +124.1% | -93.4% | +17.6% |
| 1Y | +28.4% | +138.6% | -110.2% | +15.1% |
| 3Y | +301.7% | +96.0% | +205.6% | +214.1% |
| 5Y | +473.3% | -35.4% | +508.7% | +422.5% |
| All | +473.3% | -34.5% | +507.8% | +422.5% |
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