+129.3%
XEL vs REPL
+37.4%
+92.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +1.4% | +9.8% | -8.4% | +1.3% |
| 30D | +9.2% | +81.5% | -72.3% | +8.1% |
| 3M | +4.5% | +44.2% | -39.7% | +3.8% |
| 6M | +3.6% | +437.4% | -433.8% | -0.7% |
| YTD | +12.9% | +126.1% | -113.2% | +8.6% |
| 1Y | +4.1% | +143.1% | -139.0% | 0.0% |
| 3Y | +52.3% | +97.8% | -45.5% | +37.2% |
| 5Y | +51.6% | -34.3% | +85.9% | +42.4% |
| All | +129.3% | +37.4% | +92.0% | +92.2% |
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