+111.4%
XEL vs REPL
-6.0%
+117.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -1.0% | -3.0% | +2.0% | -0.9% |
| 30D | -1.9% | +27.1% | -29.1% | -2.3% |
| 3M | -1.9% | +52.4% | -54.3% | -3.3% |
| 6M | -7.4% | +107.4% | -114.9% | -10.8% |
| YTD | +4.1% | +54.7% | -50.7% | +0.8% |
| 1Y | +8.0% | +158.9% | -150.8% | +2.3% |
| 3Y | +48.4% | -23.7% | +72.1% | +38.5% |
| 5Y | +27.2% | -54.3% | +81.6% | +20.1% |
| All | +111.4% | -6.0% | +117.4% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling