+49.5%
XYL vs REPL
+37.4%
+12.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.2% |
| 7D | -6.0% | +9.8% | -15.8% | -6.3% |
| 30D | -8.3% | +81.5% | -89.8% | -10.2% |
| 3M | -22.6% | +44.2% | -66.8% | -23.7% |
| 6M | -15.0% | +437.4% | -452.5% | -22.7% |
| YTD | -30.2% | +126.1% | -156.3% | -35.8% |
| 1Y | -36.4% | +143.1% | -179.5% | -41.8% |
| 3Y | -0.9% | +97.8% | -98.7% | -21.6% |
| 5Y | -23.4% | -34.3% | +10.9% | -33.9% |
| All | +49.5% | +37.4% | +12.2% | +4.8% |
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 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