+678.4%
ELF vs REPL
+35.1%
+643.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.0% | -2.3% | +5.4% |
| 7D | +4.0% | +22.8% | -18.8% | +3.2% |
| 30D | +10.6% | +63.8% | -53.2% | +8.3% |
| 3M | +25.8% | +68.1% | -42.3% | +23.0% |
| 6M | +89.1% | +528.5% | -439.4% | +67.9% |
| YTD | +52.7% | +122.4% | -69.7% | +38.6% |
| 1Y | +51.7% | +154.4% | -102.6% | +36.6% |
| 3Y | +14.2% | +68.0% | -53.8% | -12.0% |
| 5Y | +270.7% | -35.4% | +306.1% | +209.7% |
| All | +678.4% | +35.1% | +643.3% | +342.9% |
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