+22.3%
XBI vs REPL
-35.0%
+57.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | -4.0% | +44.1% | -48.1% | -6.7% |
| 6M | +10.9% | +313.0% | -302.1% | -5.4% |
| YTD | +23.6% | +125.2% | -101.6% | +4.9% |
| 1Y | +35.1% | +143.8% | -108.7% | +13.7% |
| 3Y | +125.2% | +104.2% | +21.0% | +34.8% |
| All | +22.3% | -35.0% | +57.3% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling