-54.9%
REPL vs USFR
+20.4%
-75.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -9.6% | +0.1% | -9.6% | -9.7% |
| 30D | +5.7% | +0.3% | +5.4% | +5.0% |
| 3M | +56.4% | +1.0% | +55.4% | +53.1% |
| 6M | +67.4% | +1.9% | +65.5% | +60.5% |
| YTD | +48.7% | +2.7% | +46.0% | +40.6% |
| 1Y | +148.3% | +4.0% | +144.3% | +131.7% |
| 3Y | -26.7% | +14.0% | -40.7% | -42.1% |
| All | -54.9% | +20.4% | -75.3% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling