-29.9%
REPL vs FIVE
+18.8%
-48.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +12.7% | +7.3% | +5.4% | +10.5% |
| 30D | +73.5% | +18.1% | +55.4% | +66.0% |
| 3M | +70.3% | +7.7% | +62.6% | +66.6% |
| 6M | +472.0% | +13.6% | +458.4% | +447.0% |
| YTD | +139.5% | +34.6% | +104.9% | +118.0% |
| 1Y | +167.3% | +66.2% | +101.0% | +130.1% |
| 3Y | +109.5% | +43.5% | +66.1% | +82.2% |
| 5Y | -29.9% | +20.7% | -50.6% | -36.1% |
| All | -29.9% | +18.8% | -48.7% | -36.1% |
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