+77.8%
ESI vs REPL
+97.7%
-20.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +5.5% | +1.2% | +4.3% | +5.5% |
| 30D | -7.8% | +92.2% | -99.9% | -8.7% |
| 3M | -15.0% | +44.1% | -59.1% | -15.6% |
| 6M | -24.9% | +313.0% | -337.9% | -26.9% |
| YTD | +33.2% | +125.2% | -92.0% | +30.1% |
| 1Y | +24.9% | +143.8% | -118.8% | +21.8% |
| 3Y | +77.8% | +104.2% | -26.4% | +64.3% |
| All | +77.8% | +97.7% | -20.0% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling