-53.0%
REPL vs FIVE
+31.2%
-84.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -3.0% |
| 7D | -3.0% | +4.3% | -7.2% | -4.1% |
| 30D | +27.1% | +12.5% | +14.6% | +22.7% |
| 3M | +52.4% | +31.2% | +21.1% | +40.2% |
| 6M | +107.4% | +14.4% | +93.1% | +97.6% |
| YTD | +54.7% | +33.9% | +20.8% | +41.1% |
| 1Y | +158.9% | +65.1% | +93.8% | +122.1% |
| 3Y | -23.7% | +49.0% | -72.7% | -35.1% |
| All | -53.0% | +31.2% | -84.2% | -58.8% |
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 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