+163.1%
XLI vs REPL
+36.1%
+127.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.8% | +1.5% |
| 7D | +0.9% | +5.3% | -4.4% | +0.7% |
| 30D | +1.1% | +66.6% | -65.6% | -0.8% |
| 3M | -7.7% | +59.6% | -67.2% | -9.3% |
| 6M | -1.8% | +482.4% | -484.2% | -10.5% |
| YTD | +11.1% | +124.1% | -113.0% | +2.5% |
| 1Y | +12.1% | +138.6% | -126.4% | +3.1% |
| 3Y | +73.8% | +96.0% | -22.2% | +40.7% |
| 5Y | +73.8% | -35.4% | +109.1% | +51.7% |
| All | +163.1% | +36.1% | +127.0% | +87.2% |
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