Replication and offset portfolios, backed by real data

Ten scenarios run against market data — factor ETF replication and single-name offsets. Weekly rebalance, generated at deploy time. Each chart shows cumulative target vs. portfolio returns and tracking slippage.

Loading…
Loading examples…

Loading example charts…

Example charts are not available yet.

Run make site or deploy to generate live examples.

Browse scenarios

Tracking quality

Return statistics

Target Portfolio

Run configuration

Basket
Mode
Sample

Illustration:

No examples match this filter.

At-a-glance comparison

Key tracking and return metrics across all scenarios in this manifest.

Target Mode Basket Corr. TE Vol. Sharpe CAGR

Custom scenarios

The API accepts any aligned target return series and candidate basket. Responses include weights, metrics, and charts like these.

Methodology whitepaper

Tracking statistics and charts for every scenario on this page.

Download PDF