+75.4%
REPL vs ESTC
+28.9%
+46.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -1.9% | +1.6% |
| 7D | +14.2% | -1.2% | +15.4% | +14.6% |
| 30D | +65.9% | -8.1% | +74.0% | +69.4% |
| 3M | +84.6% | +20.2% | +64.4% | +72.2% |
| 6M | +446.9% | +72.7% | +374.2% | +360.9% |
| YTD | +129.0% | +19.6% | +109.4% | +105.5% |
| 1Y | +167.9% | +0.3% | +167.6% | +150.5% |
| 3Y | +93.9% | +22.8% | +71.1% | +57.0% |
| 5Y | -33.0% | -50.9% | +17.9% | -37.0% |
| All | +75.4% | +28.9% | +46.5% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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