-2.6%
REPL vs EXEL
+169.6%
-172.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | -5.7% | +1.4% | -7.1% | -6.0% |
| 30D | +22.5% | +6.7% | +15.8% | +20.6% |
| 3M | +64.7% | +11.5% | +53.2% | +57.9% |
| 6M | +83.0% | +38.8% | +44.2% | +64.8% |
| YTD | +52.0% | +31.6% | +20.4% | +39.0% |
| 1Y | +144.5% | +53.0% | +91.5% | +110.1% |
| 3Y | -25.1% | +160.8% | -185.9% | -50.6% |
| 5Y | -52.9% | +190.1% | -243.0% | -70.4% |
| All | -2.6% | +169.6% | -172.2% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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