+46.8%
REPL vs FIVE
+139.9%
-93.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +1.1% |
| 7D | +14.2% | +6.2% | +8.0% | +11.8% |
| 30D | +65.9% | +18.2% | +47.7% | +56.9% |
| 3M | +84.6% | +3.8% | +80.7% | +81.4% |
| 6M | +446.9% | +13.7% | +433.2% | +416.4% |
| YTD | +129.0% | +34.7% | +94.3% | +102.5% |
| 1Y | +167.9% | +66.6% | +101.2% | +120.3% |
| 3Y | +93.9% | +44.3% | +49.6% | +54.5% |
| 5Y | -33.0% | +18.8% | -51.7% | -44.7% |
| All | +46.8% | +139.9% | -93.1% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling