+755.4%
FN vs REPL
+29.3%
+726.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.0% |
| 7D | -7.0% | +28.8% | -35.8% | -8.1% |
| 30D | -24.7% | +57.3% | -82.1% | -26.3% |
| 3M | -35.7% | +73.6% | -109.2% | -37.4% |
| 6M | -52.4% | +582.8% | -635.2% | -58.0% |
| YTD | -25.0% | +112.9% | -137.8% | -31.9% |
| 1Y | -25.7% | +130.7% | -156.3% | -32.9% |
| 3Y | +110.2% | +45.7% | +64.5% | +65.5% |
| 5Y | +192.3% | -37.9% | +230.3% | +145.0% |
| All | +755.4% | +29.3% | +726.1% | +488.9% |
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