+40.7%
XLC vs REPL
-35.0%
+75.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +3.7% | +1.2% | +2.5% | +3.7% |
| 30D | -1.9% | +92.2% | -94.1% | -3.1% |
| 3M | -3.1% | +44.1% | -47.2% | -3.8% |
| 6M | -6.4% | +313.0% | -319.4% | -10.2% |
| YTD | -6.8% | +125.2% | -132.0% | -10.8% |
| 1Y | -1.7% | +143.8% | -145.5% | -6.1% |
| 3Y | +64.7% | +104.2% | -39.5% | +42.4% |
| All | +40.7% | -35.0% | +75.7% | +30.4% |
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