+270.4%
REPL vs FIGR
-31.9%
+302.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.9% | -4.9% | +3.7% |
| 7D | +14.2% | +12.5% | +1.7% | +15.5% |
| 30D | +65.9% | -14.1% | +80.0% | +62.5% |
| 3M | +84.6% | -14.3% | +98.9% | +82.7% |
| 6M | +446.9% | -34.8% | +481.8% | +423.0% |
| YTD | +129.0% | -40.0% | +169.0% | +131.0% |
| 1Y | +167.9% | -32.9% | +200.8% | +174.0% |
| All | +270.4% | -31.9% | +302.3% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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