+171.4%
XHB vs REPL
+36.1%
+135.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +0.2% |
| 7D | -4.1% | +5.3% | -9.4% | -4.3% |
| 30D | +9.6% | +66.6% | -57.0% | +7.5% |
| 3M | -6.0% | +59.6% | -65.6% | -7.8% |
| 6M | +2.2% | +482.4% | -480.2% | -7.7% |
| YTD | +1.1% | +124.1% | -122.9% | -7.3% |
| 1Y | -1.7% | +138.6% | -140.3% | -10.3% |
| 3Y | +36.5% | +96.0% | -59.6% | +5.0% |
| 5Y | +33.5% | -35.4% | +68.9% | +13.8% |
| All | +171.4% | +36.1% | +135.3% | +84.4% |
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 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