+42.7%
XLP vs REPL
-40.1%
+82.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.7% |
| 7D | +3.5% | +15.1% | -11.6% | +3.4% |
| 30D | +11.6% | +51.1% | -39.5% | +11.4% |
| 3M | +7.6% | +69.2% | -61.6% | +7.5% |
| 6M | +10.0% | +597.6% | -587.5% | +8.4% |
| YTD | +19.7% | +106.0% | -86.2% | +18.5% |
| 1Y | +23.5% | +133.3% | -109.9% | +22.1% |
| 3Y | +44.0% | +41.0% | +3.0% | +39.2% |
| 5Y | +42.7% | -40.1% | +82.8% | +36.8% |
| All | +42.7% | -40.1% | +82.8% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling