+65.2%
XBI vs REPL
-6.0%
+71.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +0.9% | -3.0% | +3.8% | +1.1% |
| 30D | +7.1% | +27.1% | -20.1% | +4.6% |
| 3M | +22.9% | +52.4% | -29.5% | +13.4% |
| 6M | +29.7% | +107.4% | -77.7% | +5.0% |
| YTD | +34.5% | +54.7% | -20.3% | +12.3% |
| 1Y | +76.1% | +158.9% | -82.8% | +29.6% |
| 3Y | +103.2% | -23.7% | +126.9% | +38.0% |
| 5Y | +22.8% | -54.3% | +77.2% | -12.0% |
| All | +65.2% | -6.0% | +71.2% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling