-5.2%
FND vs REPL
-9.7%
+4.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -0.8% | -9.6% | +8.8% | -0.2% |
| 30D | -19.6% | +5.7% | -25.3% | -20.0% |
| 3M | -4.3% | +56.4% | -60.7% | -10.0% |
| 6M | -20.4% | +67.4% | -87.9% | -30.3% |
| YTD | -21.9% | +48.7% | -70.5% | -31.3% |
| 1Y | -45.2% | +148.3% | -193.5% | -55.9% |
| 3Y | -49.2% | -26.7% | -22.5% | -61.9% |
| 5Y | -61.8% | -54.1% | -7.7% | -70.3% |
| All | -5.2% | -9.7% | +4.5% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling