+206.8%
ESI vs REPL
+37.4%
+169.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.2% |
| 7D | +8.3% | +9.8% | -1.5% | +7.8% |
| 30D | -10.4% | +81.5% | -91.9% | -13.2% |
| 3M | -13.2% | +44.2% | -57.4% | -15.0% |
| 6M | -23.9% | +437.4% | -461.3% | -32.9% |
| YTD | +34.2% | +126.1% | -91.9% | +19.8% |
| 1Y | +22.2% | +143.1% | -120.9% | +8.5% |
| 3Y | +79.2% | +97.8% | -18.6% | +32.5% |
| 5Y | +38.1% | -34.3% | +72.4% | +13.6% |
| All | +206.8% | +37.4% | +169.4% | +99.8% |
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