+109.4%
XLB vs REPL
-7.7%
+117.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | -0.2% | -5.7% | +5.5% | -0.1% |
| 30D | -1.7% | +22.5% | -24.2% | -2.3% |
| 3M | +4.4% | +64.7% | -60.3% | +1.6% |
| 6M | +5.0% | +83.0% | -78.0% | -1.2% |
| YTD | +15.5% | +52.0% | -36.5% | +9.2% |
| 1Y | +14.9% | +144.5% | -129.6% | +4.1% |
| 3Y | +34.5% | -25.1% | +59.6% | +18.1% |
| 5Y | +36.5% | -52.9% | +89.4% | +21.5% |
| All | +109.4% | -7.7% | +117.1% | +55.7% |
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