-21.8%
XYL vs REPL
-35.6%
+13.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.0% | -10.2% | -2.3% |
| 7D | +5.9% | +22.8% | -16.9% | +5.6% |
| 30D | -3.9% | +63.8% | -67.7% | -4.6% |
| 3M | -18.7% | +68.1% | -86.8% | -19.4% |
| 6M | -16.9% | +528.5% | -545.4% | -21.0% |
| YTD | -27.4% | +122.4% | -149.8% | -30.2% |
| 1Y | -34.0% | +154.4% | -188.4% | -36.9% |
| 3Y | +5.6% | +68.0% | -62.4% | -7.3% |
| All | -21.8% | -35.6% | +13.8% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling