+72.5%
REPL vs ESTC
+25.9%
+46.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +1.2% | +2.4% | -1.2% | +0.5% |
| 30D | +92.2% | -4.2% | +96.4% | +93.8% |
| 3M | +44.1% | +2.5% | +41.6% | +40.8% |
| 6M | +313.0% | +81.5% | +231.5% | +244.2% |
| YTD | +125.2% | +16.8% | +108.4% | +103.3% |
| 1Y | +143.8% | -3.5% | +147.2% | +130.2% |
| 3Y | +104.2% | +17.7% | +86.5% | +67.3% |
| 5Y | -34.5% | -51.7% | +17.2% | -38.2% |
| All | +72.5% | +25.9% | +46.6% | +17.3% |
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