+62.7%
ES vs REPL
+37.4%
+25.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.9% |
| 7D | -1.1% | +9.8% | -10.9% | -1.2% |
| 30D | +8.2% | +81.5% | -73.3% | +7.3% |
| 3M | +0.6% | +44.2% | -43.6% | 0.0% |
| 6M | +6.0% | +437.4% | -431.4% | +1.8% |
| YTD | +9.3% | +126.1% | -116.8% | +5.4% |
| 1Y | +1.1% | +143.1% | -142.0% | -2.7% |
| 3Y | +51.9% | +97.8% | -45.9% | +36.2% |
| 5Y | +6.5% | -34.3% | +40.7% | -0.6% |
| All | +62.7% | +37.4% | +25.4% | +35.2% |
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