-47.5%
FND vs REPL
-25.2%
-22.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.7% |
| 7D | -5.2% | -3.0% | -2.3% | -5.2% |
| 30D | -19.9% | +27.1% | -47.0% | -20.2% |
| 3M | +2.7% | +52.4% | -49.7% | +1.2% |
| 6M | -21.7% | +107.4% | -129.1% | -24.3% |
| YTD | -17.5% | +54.7% | -72.2% | -20.0% |
| 1Y | -39.3% | +158.9% | -198.2% | -42.1% |
| All | -47.5% | -25.2% | -22.2% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling