+45.0%
REPL vs EXEL
+226.5%
-181.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +9.8% | +1.6% | +8.1% | +9.4% |
| 30D | +81.5% | +17.4% | +64.1% | +75.1% |
| 3M | +44.2% | +38.6% | +5.6% | +34.0% |
| 6M | +437.4% | +41.2% | +396.2% | +387.9% |
| YTD | +126.1% | +59.3% | +66.8% | +98.2% |
| 1Y | +143.1% | +60.2% | +82.9% | +112.6% |
| 3Y | +97.8% | +232.6% | -134.7% | +22.7% |
| 5Y | -34.3% | +285.9% | -320.1% | -61.3% |
| All | +45.0% | +226.5% | -181.5% | -20.8% |
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