+862.4%
FLEX vs REPL
-6.0%
+868.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | -0.9% | -3.0% | +2.1% | -0.7% |
| 30D | -10.1% | +27.1% | -37.3% | -11.8% |
| 3M | -31.3% | +52.4% | -83.7% | -35.4% |
| 6M | +71.3% | +107.4% | -36.2% | +47.1% |
| YTD | +81.2% | +54.7% | +26.5% | +58.8% |
| 1Y | +98.5% | +158.9% | -60.4% | +60.0% |
| 3Y | +428.2% | -23.7% | +452.0% | +305.1% |
| 5Y | +657.3% | -54.3% | +711.6% | +501.1% |
| All | +862.4% | -6.0% | +868.4% | +481.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling