+120.1%
XLV vs REPL
-9.7%
+129.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | -0.3% |
| 7D | -3.7% | -9.6% | +5.9% | -3.4% |
| 30D | -1.1% | +5.7% | -6.8% | -1.3% |
| 3M | +8.2% | +56.4% | -48.1% | +5.7% |
| 6M | +8.9% | +67.4% | -58.5% | +3.0% |
| YTD | +8.5% | +48.7% | -40.1% | +2.9% |
| 1Y | +22.3% | +148.3% | -126.0% | +11.4% |
| 3Y | +32.6% | -26.7% | +59.3% | +17.8% |
| 5Y | +34.4% | -54.1% | +88.5% | +20.6% |
| All | +120.1% | -9.7% | +129.8% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling