-40.9%
XE vs REPL
+435.2%
-476.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.2% | -7.7% | -9.9% |
| 7D | -4.6% | -9.6% | +4.9% | -4.7% |
| 30D | -16.4% | +5.7% | -22.1% | -16.3% |
| 3M | -15.5% | +56.4% | -71.9% | -14.0% |
| All | -40.9% | +435.2% | -476.1% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling