+125.2%
XBI vs REPL
+97.7%
+27.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.1% | +1.2% | -2.3% | -1.2% |
| 30D | +2.6% | +92.2% | -89.6% | +0.1% |
| 3M | -4.0% | +44.1% | -48.1% | -5.5% |
| 6M | +10.9% | +313.0% | -302.1% | +2.4% |
| YTD | +23.6% | +125.2% | -101.6% | +13.8% |
| 1Y | +35.1% | +143.8% | -108.7% | +23.8% |
| 3Y | +125.2% | +104.2% | +21.0% | +77.2% |
| All | +125.2% | +97.7% | +27.4% | +77.2% |
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