+140.1%
XLF vs REPL
-17.3%
+157.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.4% | +8.0% | -0.1% |
| 7D | -2.9% | -13.4% | +10.5% | -2.5% |
| 30D | -1.6% | -3.0% | +1.4% | -1.6% |
| 3M | +9.3% | +56.3% | -47.1% | +6.1% |
| 6M | +14.6% | +60.9% | -46.3% | +7.5% |
| YTD | +4.7% | +36.2% | -31.5% | -1.2% |
| 1Y | +8.6% | +121.0% | -112.4% | -2.2% |
| 3Y | +73.9% | -32.8% | +106.7% | +51.7% |
| 5Y | +65.0% | -58.7% | +123.7% | +46.5% |
| All | +140.1% | -17.3% | +157.4% | +73.0% |
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