-34.4%
XE vs REPL
+447.0%
-481.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.8% | +9.9% | +8.1% |
| 7D | +4.0% | -5.7% | +9.8% | +4.0% |
| 30D | -15.5% | +22.5% | -37.9% | -15.3% |
| 3M | -14.6% | +64.7% | -79.2% | -13.1% |
| All | -34.4% | +447.0% | -481.5% | -43.8% |
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 · Available span rolling