+633.5%
FN vs REPL
+25.1%
+608.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.2% | -11.0% | -14.1% |
| 7D | -16.0% | +15.1% | -31.1% | -16.5% |
| 30D | -40.1% | +51.1% | -91.2% | -41.2% |
| 3M | -43.9% | +69.2% | -113.1% | -45.3% |
| 6M | -55.6% | +597.6% | -653.2% | -60.9% |
| YTD | -35.7% | +106.0% | -141.6% | -41.5% |
| 1Y | -39.8% | +133.3% | -173.2% | -45.7% |
| 3Y | +80.3% | +41.0% | +39.3% | +42.1% |
| 5Y | +143.3% | -40.1% | +183.4% | +104.3% |
| All | +633.5% | +25.1% | +608.4% | +405.9% |
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 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