-35.6%
ELAN vs REPL
-29.9%
-5.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.4% |
| 7D | -5.4% | -14.1% | +8.7% | -4.9% |
| 30D | +4.7% | -15.2% | +19.9% | +5.3% |
| 3M | -3.7% | +49.9% | -53.5% | -6.7% |
| 6M | -1.2% | +63.5% | -64.7% | -8.2% |
| YTD | +2.4% | +32.9% | -30.5% | -4.2% |
| 1Y | +23.4% | +115.0% | -91.6% | +9.9% |
| 3Y | +96.7% | -34.7% | +131.4% | +68.8% |
| 5Y | -30.6% | -59.7% | +29.1% | -39.3% |
| All | -35.6% | -29.9% | -5.7% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling