+130.7%
REPL vs FIVE
+63.3%
+67.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.5% | -1.8% |
| 7D | +28.8% | +7.5% | +21.3% | +26.0% |
| 30D | +57.3% | +16.7% | +40.6% | +50.5% |
| 3M | +73.6% | +13.4% | +60.2% | +65.9% |
| 6M | +582.8% | +9.0% | +573.8% | +566.2% |
| YTD | +112.9% | +33.8% | +79.1% | +96.3% |
| 1Y | +130.7% | +61.2% | +69.5% | +98.7% |
| All | +130.7% | +63.3% | +67.4% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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