+636.3%
ELF vs REPL
+25.1%
+611.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.2% |
| 7D | -2.7% | +15.1% | -17.9% | -3.3% |
| 30D | +6.9% | +51.1% | -44.2% | +5.0% |
| 3M | +27.2% | +69.2% | -42.0% | +24.3% |
| 6M | +84.9% | +597.6% | -512.7% | +62.9% |
| YTD | +44.5% | +106.0% | -61.5% | +31.4% |
| 1Y | -6.8% | +133.3% | -140.1% | -15.8% |
| 3Y | +14.2% | +41.0% | -26.7% | -10.7% |
| 5Y | +250.6% | -40.1% | +290.8% | +193.7% |
| All | +636.3% | +25.1% | +611.1% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling