+74.2%
XLI vs REPL
+91.4%
-17.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.9% | +3.8% |
| 7D | -0.5% | +14.2% | -14.7% | -0.6% |
| 30D | -0.2% | +65.9% | -66.1% | -0.7% |
| 3M | -8.6% | +84.6% | -93.1% | -9.1% |
| 6M | -2.0% | +446.9% | -448.9% | -3.9% |
| YTD | +9.7% | +129.0% | -119.3% | +7.8% |
| 1Y | +11.4% | +167.9% | -156.5% | +9.2% |
| 3Y | +74.2% | +93.9% | -19.7% | +64.5% |
| All | +74.2% | +91.4% | -17.2% | +64.5% |
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