-53.0%
REPL vs ESTC
-46.4%
-6.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.3% |
| 7D | -3.0% | -8.1% | +5.1% | -0.8% |
| 30D | +27.1% | +31.7% | -4.5% | +15.0% |
| 3M | +52.4% | +41.1% | +11.3% | +34.1% |
| 6M | +107.4% | +77.1% | +30.4% | +68.5% |
| YTD | +54.7% | +21.7% | +33.0% | +38.0% |
| 1Y | +158.9% | +8.4% | +150.5% | +134.6% |
| 3Y | -23.7% | +23.6% | -47.3% | -39.7% |
| All | -53.0% | -46.4% | -6.6% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling