+0.1%
FND vs REPL
-6.0%
+6.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.8% |
| 7D | -5.2% | -3.0% | -2.3% | -5.1% |
| 30D | -19.9% | +27.1% | -47.0% | -21.3% |
| 3M | +2.7% | +52.4% | -49.7% | -3.2% |
| 6M | -21.7% | +107.4% | -129.1% | -32.7% |
| YTD | -17.5% | +54.7% | -72.2% | -27.6% |
| 1Y | -39.3% | +158.9% | -198.2% | -51.3% |
| 3Y | -49.8% | -23.7% | -26.0% | -62.4% |
| 5Y | -60.1% | -54.3% | -5.7% | -68.9% |
| All | +0.1% | -6.0% | +6.1% | -29.9% |
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