+148.3%
REPL vs FLR
+33.3%
+114.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.5% |
| 7D | -9.6% | -3.1% | -6.4% | -9.9% |
| 30D | +5.7% | +4.9% | +0.8% | +6.4% |
| 3M | +56.4% | +10.8% | +45.6% | +58.9% |
| 6M | +67.4% | +19.7% | +47.8% | +67.3% |
| YTD | +48.7% | +38.4% | +10.3% | +48.0% |
| 1Y | +148.3% | +34.7% | +113.6% | +288.9% |
| All | +148.3% | +33.3% | +114.9% | +288.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling