+154.4%
REPL vs FGI
+46.9%
+107.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.8% | +8.8% | +8.0% |
| 7D | +22.8% | -7.0% | +29.7% | +22.4% |
| 30D | +63.8% | -4.2% | +68.0% | +63.5% |
| 3M | +68.1% | +55.6% | +12.5% | +76.7% |
| 6M | +528.5% | -3.2% | +531.6% | +525.0% |
| YTD | +122.4% | +29.1% | +93.3% | +132.7% |
| 1Y | +154.4% | +51.0% | +103.4% | +164.7% |
| All | +154.4% | +46.9% | +107.4% | +164.7% |
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