+163.7%
XLI vs REPL
-9.7%
+173.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -0.6% | -9.6% | +9.0% | -0.3% |
| 30D | -6.9% | +5.7% | -12.6% | -7.2% |
| 3M | -1.9% | +56.4% | -58.3% | -4.9% |
| 6M | +1.0% | +67.4% | -66.4% | -5.6% |
| YTD | +11.3% | +48.7% | -37.3% | +4.4% |
| 1Y | +15.8% | +148.3% | -132.5% | +3.4% |
| 3Y | +69.8% | -26.7% | +96.5% | +47.2% |
| 5Y | +80.9% | -54.1% | +135.0% | +59.1% |
| All | +163.7% | -9.7% | +173.4% | +90.5% |
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 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