+45.0%
REPL vs FIVE
+133.7%
-88.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | +9.8% | +2.4% | +7.3% | +8.9% |
| 30D | +81.5% | +15.8% | +65.7% | +72.9% |
| 3M | +44.2% | +3.8% | +40.4% | +42.0% |
| 6M | +437.4% | +18.5% | +418.9% | +399.7% |
| YTD | +126.1% | +31.2% | +94.9% | +101.7% |
| 1Y | +143.1% | +61.8% | +81.3% | +102.1% |
| 3Y | +97.8% | +39.9% | +58.0% | +59.3% |
| 5Y | -34.3% | +18.3% | -52.6% | -45.8% |
| All | +45.0% | +133.7% | -88.7% | -19.8% |
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