+24.9%
ESI vs REPL
+125.1%
-100.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | -6.6% | +28.8% | -35.4% | -6.9% |
| 30D | -10.9% | +57.3% | -68.3% | -11.6% |
| 3M | -13.8% | +73.6% | -87.4% | -14.6% |
| 6M | -21.5% | +582.8% | -604.4% | -21.5% |
| YTD | +34.7% | +112.9% | -78.2% | +31.6% |
| 1Y | +24.9% | +130.7% | -105.8% | +18.4% |
| All | +24.9% | +125.1% | -100.2% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling