+46.8%
REPL vs FDS
+73.4%
-26.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.1% |
| 7D | +14.2% | -5.0% | +19.2% | +16.3% |
| 30D | +65.9% | +13.8% | +52.1% | +56.9% |
| 3M | +84.6% | +14.8% | +69.7% | +72.3% |
| 6M | +446.9% | +47.4% | +399.6% | +330.5% |
| YTD | +129.0% | +14.2% | +114.9% | +91.1% |
| 1Y | +167.9% | +26.6% | +141.2% | +106.4% |
| 3Y | +93.9% | -24.4% | +118.3% | +118.0% |
| 5Y | -33.0% | -22.6% | -10.3% | -28.0% |
| All | +46.8% | +73.4% | -26.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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