-23.3%
REPL vs FLR
+56.7%
-80.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | -3.0% | +5.4% | -8.4% | -3.4% |
| 30D | +27.1% | +11.4% | +15.8% | +25.1% |
| 3M | +52.4% | +11.4% | +41.0% | +50.6% |
| 6M | +107.4% | +16.6% | +90.8% | +101.2% |
| YTD | +54.7% | +41.7% | +13.0% | +44.7% |
| 1Y | +158.9% | +35.4% | +123.4% | +145.1% |
| All | -23.3% | +56.7% | -80.0% | -37.7% |
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