+46.1%
XEL vs REPL
-29.4%
+75.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.6% | -0.1% |
| 7D | +1.7% | +12.7% | -11.0% | +1.7% |
| 30D | +8.6% | +73.5% | -64.9% | +8.3% |
| 3M | +5.1% | +70.3% | -65.2% | +4.7% |
| 6M | +2.5% | +472.0% | -469.5% | +0.9% |
| YTD | +11.0% | +139.5% | -128.5% | +9.4% |
| 1Y | +2.7% | +167.3% | -164.5% | +1.1% |
| 3Y | +49.7% | +109.5% | -59.8% | +42.1% |
| 5Y | +46.1% | -29.9% | +76.0% | +45.8% |
| All | +46.1% | -29.4% | +75.6% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling