-65.6%
XE vs REPL
+666.3%
-731.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.2% | -8.7% | -8.5% |
| 7D | -12.9% | +28.8% | -41.7% | -13.1% |
| 30D | -30.3% | +57.3% | -87.6% | -30.6% |
| 3M | -45.9% | +73.6% | -119.5% | -46.1% |
| 6M | -66.2% | +582.8% | -649.1% | -69.9% |
| All | -65.6% | +666.3% | -731.9% | -70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling