-53.0%
REPL vs FLR
+242.2%
-295.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | -3.0% | +5.4% | -8.4% | -3.7% |
| 30D | +27.1% | +11.4% | +15.8% | +24.2% |
| 3M | +52.4% | +11.4% | +41.0% | +49.5% |
| 6M | +107.4% | +16.6% | +90.8% | +98.8% |
| YTD | +54.7% | +41.7% | +13.0% | +42.3% |
| 1Y | +158.9% | +35.4% | +123.4% | +139.6% |
| 3Y | -23.7% | +57.3% | -81.0% | -35.5% |
| All | -53.0% | +242.2% | -295.2% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling