+233.4%
ESI vs REPL
-7.7%
+241.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | +5.4% | -5.7% | +11.1% | +5.7% |
| 30D | -4.2% | +22.5% | -26.7% | -5.3% |
| 3M | -9.6% | +64.7% | -74.3% | -13.8% |
| 6M | +18.3% | +83.0% | -64.7% | +7.1% |
| YTD | +45.8% | +52.0% | -6.1% | +33.1% |
| 1Y | +39.2% | +144.5% | -105.4% | +19.0% |
| 3Y | +86.3% | -25.1% | +111.3% | +51.9% |
| 5Y | +76.2% | -52.9% | +129.1% | +46.7% |
| All | +233.4% | -7.7% | +241.1% | +122.1% |
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