-2.6%
REPL vs USFR
+24.6%
-27.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -2.0% |
| 7D | -5.7% | +0.1% | -5.8% | -6.0% |
| 30D | +22.5% | +0.3% | +22.2% | +20.9% |
| 3M | +64.7% | +1.0% | +63.7% | +58.1% |
| 6M | +83.0% | +1.9% | +81.1% | +69.5% |
| YTD | +52.0% | +2.7% | +49.3% | +37.0% |
| 1Y | +144.5% | +4.0% | +140.5% | +110.8% |
| 3Y | -25.1% | +14.0% | -39.1% | -54.2% |
| 5Y | -52.9% | +20.4% | -73.3% | -77.8% |
| All | -2.6% | +24.6% | -27.2% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling