+58.9%
ES vs REPL
+39.1%
+19.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.5% |
| 7D | -0.1% | +14.2% | -14.3% | -0.3% |
| 30D | +5.7% | +65.9% | -60.2% | +5.0% |
| 3M | -2.8% | +84.6% | -87.4% | -3.7% |
| 6M | +7.0% | +446.9% | -440.0% | +2.7% |
| YTD | +6.8% | +129.0% | -122.2% | +2.9% |
| 1Y | -0.5% | +167.9% | -168.3% | -4.5% |
| 3Y | +47.2% | +93.9% | -46.7% | +32.2% |
| 5Y | +2.3% | -33.0% | +35.2% | -4.5% |
| All | +58.9% | +39.1% | +19.8% | +32.0% |
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