-19.5%
ELF vs REPL
-22.6%
+3.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.1% |
| 7D | +5.4% | -3.0% | +8.3% | +5.4% |
| 30D | +27.0% | +27.1% | -0.2% | +26.9% |
| 3M | +113.2% | +52.4% | +60.8% | +112.8% |
| 6M | +36.6% | +107.4% | -70.9% | +35.1% |
| YTD | +44.2% | +54.7% | -10.5% | +42.8% |
| 1Y | -18.0% | +158.9% | -176.8% | -18.7% |
| All | -19.5% | -22.6% | +3.1% | -27.8% |
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