+39.2%
ESI vs REPL
+136.7%
-97.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | +5.4% | -5.7% | +11.1% | +5.4% |
| 30D | -4.2% | +22.5% | -26.7% | -4.4% |
| 3M | -9.6% | +64.7% | -74.3% | -10.6% |
| 6M | +18.3% | +83.0% | -64.7% | +18.2% |
| YTD | +45.8% | +52.0% | -6.1% | +45.7% |
| 1Y | +39.2% | +144.5% | -105.4% | +37.3% |
| All | +39.2% | +136.7% | -97.5% | +37.3% |
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