+920.0%
FN vs REPL
-6.0%
+926.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.2% |
| 7D | -1.7% | -3.0% | +1.3% | -1.6% |
| 30D | -22.0% | +27.1% | -49.1% | -22.9% |
| 3M | -43.0% | +52.4% | -95.4% | -45.1% |
| 6M | -27.7% | +107.4% | -135.2% | -34.4% |
| YTD | -10.5% | +54.7% | -65.2% | -17.5% |
| 1Y | +12.5% | +158.9% | -146.4% | -3.0% |
| 3Y | +153.8% | -23.7% | +177.5% | +110.8% |
| 5Y | +288.0% | -54.3% | +342.3% | +229.7% |
| All | +920.0% | -6.0% | +926.0% | +613.4% |
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