+114.5%
XLB vs REPL
+39.1%
+75.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.8% |
| 7D | -1.4% | +14.2% | -15.6% | -1.7% |
| 30D | +7.1% | +65.9% | -58.8% | +5.5% |
| 3M | +0.6% | +84.6% | -84.0% | -1.2% |
| 6M | +3.5% | +446.9% | -443.5% | -4.2% |
| YTD | +18.2% | +129.0% | -110.8% | +10.4% |
| 1Y | +25.6% | +167.9% | -142.3% | +16.4% |
| 3Y | +46.7% | +93.9% | -47.2% | +21.0% |
| 5Y | +30.9% | -33.0% | +63.9% | +15.8% |
| All | +114.5% | +39.1% | +75.3% | +57.4% |
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