+110.7%
XEL vs REPL
-19.2%
+130.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | -0.3% | -14.1% | +13.8% | -0.1% |
| 30D | -3.9% | -15.2% | +11.3% | -3.7% |
| 3M | -2.8% | +49.9% | -52.7% | -4.2% |
| 6M | -5.4% | +63.5% | -68.9% | -8.4% |
| YTD | +3.8% | +32.9% | -29.2% | +0.7% |
| 1Y | +6.8% | +115.0% | -108.1% | +1.5% |
| 3Y | +45.6% | -34.7% | +80.3% | +36.3% |
| 5Y | +30.7% | -59.7% | +90.3% | +23.4% |
| All | +110.7% | -19.2% | +130.0% | +78.2% |
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 · 6 months rolling