+137.0%
XLC vs REPL
-7.7%
+144.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +0.6% | -5.7% | +6.3% | +0.8% |
| 30D | +0.2% | +22.5% | -22.2% | -0.5% |
| 3M | +0.6% | +64.7% | -64.0% | -2.5% |
| 6M | -4.5% | +83.0% | -87.5% | -11.0% |
| YTD | -4.7% | +52.0% | -56.7% | -10.7% |
| 1Y | -1.7% | +144.5% | -146.2% | -11.8% |
| 3Y | +72.3% | -25.1% | +97.3% | +49.9% |
| 5Y | +37.8% | -52.9% | +90.6% | +21.3% |
| All | +137.0% | -7.7% | +144.7% | +70.9% |
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