+93.9%
REPL vs FLR
+45.9%
+48.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.3% | -5.3% | +2.2% |
| 7D | +14.2% | +8.5% | +5.7% | +13.4% |
| 30D | +65.9% | -0.7% | +66.6% | +65.7% |
| 3M | +84.6% | -11.7% | +96.3% | +85.6% |
| 6M | +446.9% | +16.2% | +430.7% | +438.1% |
| YTD | +129.0% | +27.0% | +102.0% | +118.1% |
| 1Y | +167.9% | +10.1% | +157.8% | +161.0% |
| 3Y | +93.9% | +46.2% | +47.7% | +52.7% |
| All | +93.9% | +45.9% | +48.0% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling