+201.5%
ESI vs REPL
+45.5%
+156.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.9% |
| 7D | -6.6% | +12.7% | -19.4% | -7.2% |
| 30D | -9.8% | +73.5% | -83.3% | -12.4% |
| 3M | -11.9% | +70.3% | -82.2% | -14.5% |
| 6M | -25.1% | +472.0% | -497.1% | -34.2% |
| YTD | +31.9% | +139.5% | -107.6% | +17.4% |
| 1Y | +19.2% | +167.3% | -148.1% | +5.3% |
| 3Y | +76.2% | +109.5% | -33.4% | +29.8% |
| 5Y | +39.4% | -29.9% | +69.3% | +14.2% |
| All | +201.5% | +45.5% | +156.0% | +95.9% |
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