+75.2%
XLF vs REPL
-24.7%
+99.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.4% |
| 7D | +0.2% | -5.7% | +5.9% | +0.2% |
| 30D | -0.5% | +22.5% | -23.0% | -0.6% |
| 3M | +10.6% | +64.7% | -54.0% | +10.3% |
| 6M | +14.3% | +83.0% | -68.7% | +13.3% |
| YTD | +5.5% | +52.0% | -46.4% | +4.8% |
| 1Y | +9.6% | +144.5% | -135.0% | +7.7% |
| 3Y | +75.2% | -25.1% | +100.2% | +68.5% |
| All | +75.2% | -24.7% | +99.9% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling