-17.1%
XYL vs REPL
-54.3%
+37.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | -5.0% | -3.0% | -2.1% | -5.0% |
| 30D | -13.2% | +27.1% | -40.4% | -13.6% |
| 3M | -3.7% | +52.4% | -56.1% | -5.1% |
| 6M | -17.7% | +107.4% | -125.1% | -21.0% |
| YTD | -21.5% | +54.7% | -76.3% | -24.2% |
| 1Y | -24.5% | +158.9% | -183.4% | -29.2% |
| 3Y | +6.9% | -23.7% | +30.7% | +0.8% |
| All | -17.1% | -54.3% | +37.2% | -23.5% |
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