+57.5%
XBI vs REPL
-19.2%
+76.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | -4.6% | -14.1% | +9.5% | -3.4% |
| 30D | -2.0% | -15.2% | +13.2% | -0.7% |
| 3M | +17.8% | +49.9% | -32.1% | +8.6% |
| 6M | +23.7% | +63.5% | -39.8% | +2.7% |
| YTD | +28.2% | +32.9% | -4.7% | +8.4% |
| 1Y | +64.0% | +115.0% | -51.0% | +22.9% |
| 3Y | +99.4% | -34.7% | +134.1% | +37.3% |
| 5Y | +19.3% | -59.7% | +79.0% | -13.8% |
| All | +57.5% | -19.2% | +76.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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