+73.0%
XYL vs REPL
-7.7%
+80.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +3.0% |
| 7D | +1.8% | -5.7% | +7.5% | +2.0% |
| 30D | -9.2% | +22.5% | -31.7% | -9.9% |
| 3M | -0.3% | +64.7% | -64.9% | -3.6% |
| 6M | -11.0% | +83.0% | -94.0% | -17.5% |
| YTD | -19.2% | +52.0% | -71.2% | -24.7% |
| 1Y | -21.2% | +144.5% | -165.7% | -30.1% |
| 3Y | +18.6% | -25.1% | +43.7% | +1.3% |
| 5Y | -14.3% | -52.9% | +38.6% | -25.7% |
| All | +73.0% | -7.7% | +80.7% | +23.0% |
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