+129.6%
XEL vs REPL
+36.8%
+92.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.4% | +1.2% | +1.2% | +2.4% |
| 30D | +8.3% | +92.2% | -83.9% | +7.1% |
| 3M | +4.2% | +44.1% | -39.9% | +3.5% |
| 6M | +3.7% | +313.0% | -309.3% | 0.0% |
| YTD | +13.1% | +125.2% | -112.2% | +8.8% |
| 1Y | +5.0% | +143.8% | -138.8% | +0.8% |
| 3Y | +55.0% | +104.2% | -49.2% | +39.3% |
| 5Y | +51.8% | -34.5% | +86.3% | +42.6% |
| All | +129.6% | +36.8% | +92.8% | +92.4% |
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 · 6 months rolling