-4.7%
REPL vs FLR
+17.3%
-22.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.7% |
| 7D | -9.6% | -3.1% | -6.4% | -9.1% |
| 30D | +5.7% | +4.9% | +0.8% | +4.7% |
| 3M | +56.4% | +10.8% | +45.6% | +53.0% |
| 6M | +67.4% | +19.7% | +47.8% | +59.2% |
| YTD | +48.7% | +38.4% | +10.3% | +37.3% |
| 1Y | +148.3% | +34.7% | +113.6% | +129.1% |
| 3Y | -26.7% | +56.7% | -83.3% | -36.4% |
| 5Y | -54.1% | +241.6% | -295.8% | -66.2% |
| All | -4.7% | +17.3% | -22.0% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling