-31.5%
ELAN vs REPL
-58.5%
+26.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.4% | +5.4% | -2.8% |
| 7D | -6.4% | -13.4% | +7.0% | -6.1% |
| 30D | +0.6% | -3.0% | +3.6% | +0.6% |
| 3M | 0.0% | +56.3% | -56.4% | -1.7% |
| 6M | -3.4% | +60.9% | -64.3% | -6.9% |
| YTD | +1.0% | +36.2% | -35.2% | -2.4% |
| 1Y | +24.7% | +121.0% | -96.3% | +17.4% |
| 3Y | +97.2% | -32.8% | +130.1% | +87.8% |
| 5Y | -31.5% | -58.7% | +27.1% | -35.2% |
| All | -31.5% | -58.5% | +26.9% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling