+158.9%
REPL vs FGI
+81.8%
+77.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -1.9% |
| 7D | -3.0% | +0.5% | -3.5% | -3.0% |
| 30D | +27.1% | +65.4% | -38.3% | +22.3% |
| 3M | +52.4% | +23.5% | +28.9% | +48.2% |
| 6M | +107.4% | +60.5% | +46.9% | +77.0% |
| YTD | +54.7% | +30.0% | +24.7% | +35.3% |
| 1Y | +158.9% | +82.1% | +76.8% | +106.2% |
| All | +158.9% | +81.8% | +77.0% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling