+694.3%
ELF vs REPL
+45.5%
+648.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -0.9% |
| 7D | +6.3% | +12.7% | -6.4% | +5.8% |
| 30D | +8.5% | +73.5% | -65.0% | +6.1% |
| 3M | +24.4% | +70.3% | -45.9% | +21.6% |
| 6M | +94.7% | +472.0% | -377.3% | +74.2% |
| YTD | +55.9% | +139.5% | -83.7% | +41.0% |
| 1Y | +48.4% | +167.3% | -118.9% | +33.4% |
| 3Y | +24.6% | +109.5% | -84.9% | -5.8% |
| 5Y | +285.0% | -29.9% | +314.9% | +220.4% |
| All | +694.3% | +45.5% | +648.8% | +350.6% |
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