+173.5%
FN vs REPL
-35.6%
+209.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +8.0% | +3.7% | +11.4% |
| 7D | 0.0% | +22.8% | -22.8% | -0.6% |
| 30D | -34.3% | +63.8% | -98.1% | -35.3% |
| 3M | -39.9% | +68.1% | -108.0% | -40.8% |
| 6M | -51.8% | +528.5% | -580.3% | -55.2% |
| YTD | -28.1% | +122.4% | -150.6% | -32.1% |
| 1Y | -29.1% | +154.4% | -183.4% | -33.4% |
| 3Y | +102.4% | +68.0% | +34.5% | +70.4% |
| All | +173.5% | -35.6% | +209.1% | +167.9% |
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