+87.6%
ELV vs REPL
-17.3%
+104.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -8.4% | +13.8% | +5.7% |
| 7D | +0.9% | -13.4% | +14.3% | +1.3% |
| 30D | +7.2% | -3.0% | +10.2% | +7.2% |
| 3M | +3.4% | +56.3% | -52.9% | +0.2% |
| 6M | +48.6% | +60.9% | -12.3% | +38.8% |
| YTD | +20.6% | +36.2% | -15.6% | +13.2% |
| 1Y | +38.5% | +121.0% | -82.5% | +24.1% |
| 3Y | -2.4% | -32.8% | +30.4% | -15.3% |
| 5Y | +25.3% | -58.7% | +84.0% | +10.7% |
| All | +87.6% | -17.3% | +104.8% | +28.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling