+12.5%
FN vs REPL
+161.1%
-148.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.1% |
| 7D | -1.7% | -3.0% | +1.3% | -1.7% |
| 30D | -22.0% | +27.1% | -49.1% | -21.8% |
| 3M | -43.0% | +52.4% | -95.4% | -42.6% |
| 6M | -27.7% | +107.4% | -135.2% | -25.1% |
| YTD | -10.5% | +54.7% | -65.2% | -7.7% |
| 1Y | +12.5% | +158.9% | -146.4% | +18.1% |
| All | +12.5% | +161.1% | -148.6% | +18.1% |
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