+129.0%
XLC vs REPL
+39.1%
+89.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.4% |
| 7D | +7.1% | +14.2% | -7.1% | +6.6% |
| 30D | -2.7% | +65.9% | -68.6% | -4.4% |
| 3M | -3.2% | +84.6% | -87.8% | -5.3% |
| 6M | -7.7% | +446.9% | -454.6% | -15.5% |
| YTD | -8.0% | +129.0% | -137.0% | -15.0% |
| 1Y | -3.1% | +167.9% | -170.9% | -11.1% |
| 3Y | +64.9% | +93.9% | -29.0% | +34.3% |
| 5Y | +39.5% | -33.0% | +72.5% | +21.8% |
| All | +129.0% | +39.1% | +89.8% | +62.7% |
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