+108.0%
XLU vs REPL
-19.2%
+127.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | -1.6% | -14.1% | +12.5% | -1.3% |
| 30D | -3.3% | -15.2% | +11.9% | -3.0% |
| 3M | -3.2% | +49.9% | -53.0% | -4.7% |
| 6M | -7.0% | +63.5% | -70.5% | -10.6% |
| YTD | +0.6% | +32.9% | -32.3% | -2.9% |
| 1Y | +2.4% | +115.0% | -112.5% | -3.9% |
| 3Y | +46.3% | -34.7% | +81.0% | +34.4% |
| 5Y | +44.0% | -59.7% | +103.6% | +33.6% |
| All | +108.0% | -19.2% | +127.3% | +69.6% |
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