+103.5%
XBI vs REPL
-27.0%
+130.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -3.6% | -9.6% | +6.0% | -3.3% |
| 30D | +0.9% | +5.7% | -4.9% | +0.6% |
| 3M | +21.4% | +56.4% | -35.0% | +17.8% |
| 6M | +25.5% | +67.4% | -41.9% | +16.8% |
| YTD | +30.8% | +48.7% | -17.8% | +22.2% |
| 1Y | +68.6% | +148.3% | -79.7% | +49.8% |
| All | +103.5% | -27.0% | +130.5% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling