+153.8%
ELAN vs REPL
+97.7%
+56.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +4.0% | +1.2% | +2.8% | +4.0% |
| 30D | +18.8% | +92.2% | -73.4% | +18.5% |
| 3M | +19.0% | +44.1% | -25.1% | +18.8% |
| 6M | +22.8% | +313.0% | -290.2% | +22.0% |
| YTD | +18.3% | +125.2% | -106.9% | +17.5% |
| 1Y | +21.8% | +143.8% | -122.0% | +20.9% |
| 3Y | +153.8% | +104.2% | +49.6% | +143.2% |
| All | +153.8% | +97.7% | +56.1% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling