+46.8%
REPL vs EXEL
+235.4%
-188.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.2% | +2.2% |
| 7D | +14.2% | +2.3% | +11.9% | +13.7% |
| 30D | +65.9% | +19.8% | +46.0% | +59.3% |
| 3M | +84.6% | +32.7% | +51.9% | +73.0% |
| 6M | +446.9% | +49.0% | +398.0% | +389.4% |
| YTD | +129.0% | +63.7% | +65.3% | +99.5% |
| 1Y | +167.9% | +75.8% | +92.1% | +129.0% |
| 3Y | +93.9% | +241.3% | -147.4% | +19.5% |
| 5Y | -33.0% | +289.0% | -322.0% | -60.6% |
| All | +46.8% | +235.4% | -188.6% | -20.3% |
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