+83.5%
REPL vs ESTC
+24.6%
+58.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.9% | +5.5% |
| 7D | +12.7% | -3.6% | +16.3% | +13.8% |
| 30D | +73.5% | -11.2% | +84.7% | +78.7% |
| 3M | +70.3% | +14.3% | +56.0% | +60.9% |
| 6M | +472.0% | +67.0% | +405.0% | +386.3% |
| YTD | +139.5% | +15.7% | +123.9% | +116.9% |
| 1Y | +167.3% | -6.3% | +173.5% | +154.5% |
| 3Y | +109.5% | +14.5% | +95.0% | +73.1% |
| 5Y | -29.9% | -49.9% | +20.0% | -34.5% |
| All | +83.5% | +24.6% | +58.8% | +25.1% |
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