-20.0%
EL vs REPL
-7.7%
-12.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.0% |
| 7D | +1.7% | -5.7% | +7.4% | +1.9% |
| 30D | +15.5% | +22.5% | -7.0% | +14.4% |
| 3M | +20.6% | +64.7% | -44.1% | +15.8% |
| 6M | +10.5% | +83.0% | -72.6% | +0.6% |
| YTD | -1.9% | +52.0% | -53.8% | -9.9% |
| 1Y | +16.1% | +144.5% | -128.5% | +0.3% |
| 3Y | -30.2% | -25.1% | -5.2% | -42.6% |
| 5Y | -67.4% | -52.9% | -14.5% | -72.8% |
| All | -20.0% | -7.7% | -12.3% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded REPL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling