+255.0%
ELF vs REPL
-54.3%
+309.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.4% |
| 3M | +113.2% | +52.4% | +60.8% | +109.9% |
| 6M | +36.6% | +107.4% | -70.9% | +30.3% |
| YTD | +44.2% | +54.7% | -10.5% | +38.7% |
| 1Y | -18.0% | +158.9% | -176.8% | -23.3% |
| 3Y | -19.9% | -23.7% | +3.8% | -26.3% |
| All | +255.0% | -54.3% | +309.3% | +228.5% |
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