+129.4%
XLC vs REPL
+37.4%
+92.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | +3.1% | +9.8% | -6.7% | +2.8% |
| 30D | -4.2% | +81.5% | -85.7% | -6.1% |
| 3M | -2.1% | +44.2% | -46.4% | -3.5% |
| 6M | -6.6% | +437.4% | -444.0% | -14.4% |
| YTD | -7.8% | +126.1% | -133.9% | -14.8% |
| 1Y | -4.1% | +143.1% | -147.2% | -11.7% |
| 3Y | +62.6% | +97.8% | -35.2% | +32.1% |
| 5Y | +39.6% | -34.3% | +73.9% | +22.0% |
| All | +129.4% | +37.4% | +92.0% | +63.0% |
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