+155.6%
REPL vs FIVE
+63.1%
+92.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +1.3% |
| 7D | +14.2% | +6.2% | +8.0% | +12.1% |
| 30D | +65.9% | +18.2% | +47.7% | +58.2% |
| 3M | +84.6% | +3.8% | +80.7% | +81.6% |
| 6M | +446.9% | +13.7% | +433.2% | +423.2% |
| YTD | +129.0% | +34.7% | +94.3% | +110.4% |
| All | +155.6% | +63.1% | +92.4% | +117.8% |
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 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