+115.0%
XLP vs REPL
+37.4%
+77.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -0.2% | +9.8% | -10.0% | -0.3% |
| 30D | +8.2% | +81.5% | -73.3% | +7.2% |
| 3M | +7.7% | +44.2% | -36.5% | +7.1% |
| 6M | +9.3% | +437.4% | -428.1% | +4.9% |
| YTD | +19.5% | +126.1% | -106.6% | +15.2% |
| 1Y | +21.0% | +143.1% | -122.1% | +16.4% |
| 3Y | +43.2% | +97.8% | -54.6% | +29.1% |
| 5Y | +42.7% | -34.3% | +77.0% | +34.0% |
| All | +115.0% | +37.4% | +77.6% | +77.0% |
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