+53.6%
REPL vs FLR
+7.9%
+45.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +12.7% | +5.1% | +7.6% | +11.8% |
| 30D | +73.5% | -0.5% | +73.9% | +73.6% |
| 3M | +70.3% | -3.5% | +73.8% | +71.0% |
| 6M | +472.0% | +16.5% | +455.5% | +453.1% |
| YTD | +139.5% | +27.3% | +112.2% | +124.2% |
| 1Y | +167.3% | +10.6% | +156.6% | +156.4% |
| 3Y | +109.5% | +39.4% | +70.2% | +85.2% |
| 5Y | -29.9% | +126.4% | -156.3% | -44.3% |
| All | +53.6% | +7.9% | +45.7% | +38.8% |
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