+690.8%
ELF vs REPL
+36.8%
+653.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +3.9% |
| 7D | +1.6% | +1.2% | +0.3% | +1.5% |
| 30D | +9.1% | +92.2% | -83.1% | +6.3% |
| 3M | +28.2% | +44.1% | -15.9% | +26.1% |
| 6M | +119.5% | +313.0% | -193.5% | +100.0% |
| YTD | +55.2% | +125.2% | -70.1% | +40.7% |
| 1Y | +58.6% | +143.8% | -85.2% | +43.1% |
| 3Y | +21.3% | +104.2% | -82.9% | -8.6% |
| 5Y | +276.2% | -34.5% | +310.8% | +214.1% |
| All | +690.8% | +36.8% | +653.9% | +349.6% |
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