-35.1%
REPL vs FIVE
+14.2%
-49.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.1% |
| 7D | +22.8% | -0.3% | +23.0% | +22.7% |
| 30D | +63.8% | +17.7% | +46.1% | +57.0% |
| 3M | +68.1% | +4.0% | +64.1% | +65.5% |
| 6M | +528.5% | +2.6% | +525.9% | +518.0% |
| YTD | +122.4% | +27.6% | +94.9% | +105.4% |
| 1Y | +154.4% | +59.9% | +94.4% | +121.3% |
| 3Y | +68.0% | +35.8% | +32.2% | +48.2% |
| All | -35.1% | +14.2% | -49.3% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling