+275.1%
ELF vs REPL
-35.6%
+310.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.0% | -2.3% | +5.6% |
| 7D | +4.0% | +22.8% | -18.8% | +3.6% |
| 30D | +10.6% | +63.8% | -53.2% | +9.6% |
| 3M | +25.8% | +68.1% | -42.3% | +24.5% |
| 6M | +89.1% | +528.5% | -439.4% | +78.8% |
| YTD | +52.7% | +122.4% | -69.7% | +46.0% |
| 1Y | +51.7% | +154.4% | -102.6% | +44.5% |
| 3Y | +14.2% | +68.0% | -53.8% | -2.6% |
| All | +275.1% | -35.6% | +310.7% | +260.6% |
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 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