+6.3%
FND vs REPL
+39.1%
-32.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +3.9% |
| 7D | +8.5% | +14.2% | -5.7% | +7.6% |
| 30D | +17.2% | +65.9% | -48.7% | +13.3% |
| 3M | -14.9% | +84.6% | -99.5% | -18.5% |
| 6M | +3.1% | +446.9% | -443.8% | -13.3% |
| YTD | -12.4% | +129.0% | -141.4% | -25.2% |
| 1Y | -10.0% | +167.9% | -177.9% | -24.2% |
| 3Y | -31.3% | +93.9% | -125.2% | -54.4% |
| 5Y | -60.3% | -33.0% | -27.3% | -69.8% |
| All | +6.3% | +39.1% | -32.8% | -27.6% |
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