+145.3%
XLF vs REPL
-6.0%
+151.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | 0.0% | -3.0% | +3.0% | +0.1% |
| 30D | +0.2% | +27.1% | -27.0% | -0.7% |
| 3M | +11.7% | +52.4% | -40.7% | +8.7% |
| 6M | +13.8% | +107.4% | -93.7% | +5.7% |
| YTD | +7.0% | +54.7% | -47.7% | +0.5% |
| 1Y | +9.1% | +158.9% | -149.7% | -2.3% |
| 3Y | +75.6% | -23.7% | +99.4% | +52.7% |
| 5Y | +66.4% | -54.3% | +120.8% | +47.6% |
| All | +145.3% | -6.0% | +151.3% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling