+81.3%
FN vs REPL
+37.4%
+43.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.2% | -11.0% | -14.2% |
| 7D | -16.0% | +15.1% | -31.1% | -16.1% |
| 30D | -40.1% | +51.1% | -91.2% | -40.5% |
| 3M | -43.9% | +69.2% | -113.1% | -44.3% |
| 6M | -55.6% | +597.6% | -653.2% | -56.9% |
| YTD | -35.7% | +106.0% | -141.6% | -36.8% |
| 1Y | -39.8% | +133.3% | -173.2% | -41.1% |
| All | +81.3% | +37.4% | +43.9% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling