-24.2%
REPL vs FIVE
+50.0%
-74.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.5% |
| 7D | -3.0% | +4.3% | -7.2% | -3.7% |
| 30D | +27.1% | +12.5% | +14.6% | +24.2% |
| 3M | +52.4% | +31.2% | +21.1% | +43.9% |
| 6M | +107.4% | +14.4% | +93.1% | +101.4% |
| YTD | +54.7% | +33.9% | +20.8% | +46.4% |
| 1Y | +158.9% | +65.1% | +93.8% | +136.6% |
| All | -24.2% | +50.0% | -74.2% | -35.8% |
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 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