+26.9%
XLV vs REPL
+161.1%
-134.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | +0.2% | -3.0% | +3.1% | +0.2% |
| 30D | +4.4% | +27.1% | -22.7% | +4.5% |
| 3M | +13.2% | +52.4% | -39.1% | +13.4% |
| 6M | +10.1% | +107.4% | -97.3% | +9.7% |
| YTD | +11.7% | +54.7% | -43.0% | +11.5% |
| 1Y | +26.9% | +158.9% | -131.9% | +25.7% |
| All | +26.9% | +161.1% | -134.2% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling