+104.2%
REPL vs FIVE
+40.0%
+64.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.2% | +2.7% | -1.4% | +0.8% |
| 30D | +92.2% | +12.7% | +79.5% | +88.3% |
| 3M | +44.1% | +2.1% | +42.1% | +43.4% |
| 6M | +313.0% | +17.5% | +295.5% | +298.3% |
| YTD | +125.2% | +31.0% | +94.2% | +113.9% |
| 1Y | +143.8% | +67.7% | +76.0% | +123.0% |
| 3Y | +104.2% | +43.4% | +60.8% | +63.2% |
| All | +104.2% | +40.0% | +64.2% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling