+231.5%
ESI vs REPL
-6.0%
+237.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.6% | +3.0% |
| 7D | +3.3% | -3.0% | +6.3% | +3.5% |
| 30D | -5.9% | +27.1% | -33.0% | -7.1% |
| 3M | -14.1% | +52.4% | -66.5% | -17.8% |
| 6M | +6.6% | +107.4% | -100.9% | -4.4% |
| YTD | +45.0% | +54.7% | -9.7% | +32.2% |
| 1Y | +41.5% | +158.9% | -117.4% | +20.4% |
| 3Y | +78.8% | -23.7% | +102.5% | +45.6% |
| 5Y | +70.9% | -54.3% | +125.2% | +43.1% |
| All | +231.5% | -6.0% | +237.5% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling