-0.8%
REPL vs FLR
+20.1%
-20.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | -3.0% | +5.4% | -8.4% | -3.8% |
| 30D | +27.1% | +11.4% | +15.8% | +23.8% |
| 3M | +52.4% | +11.4% | +41.0% | +48.9% |
| 6M | +107.4% | +16.6% | +90.8% | +98.2% |
| YTD | +54.7% | +41.7% | +13.0% | +42.4% |
| 1Y | +158.9% | +35.4% | +123.4% | +138.7% |
| 3Y | -23.7% | +57.3% | -81.0% | -33.9% |
| 5Y | -54.3% | +241.0% | -295.3% | -66.3% |
| All | -0.8% | +20.1% | -20.9% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling