+35.8%
XLC vs REPL
-35.6%
+71.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.0% | -7.6% | +0.3% |
| 7D | +4.9% | +22.8% | -17.9% | +4.5% |
| 30D | -5.8% | +63.8% | -69.6% | -6.7% |
| 3M | -5.4% | +68.1% | -73.6% | -6.4% |
| 6M | -10.2% | +528.5% | -538.7% | -14.9% |
| YTD | -10.2% | +122.4% | -132.6% | -14.0% |
| 1Y | -5.6% | +154.4% | -160.0% | -10.0% |
| 3Y | +61.0% | +68.0% | -7.0% | +42.6% |
| All | +35.8% | -35.6% | +71.5% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling