+93.5%
ELV vs REPL
+36.8%
+56.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.0% | +1.2% | -0.3% | +0.9% |
| 30D | +0.4% | +92.2% | -91.8% | -1.9% |
| 3M | +8.4% | +44.1% | -35.7% | +6.8% |
| 6M | +8.4% | +313.0% | -304.6% | +0.2% |
| YTD | +24.4% | +125.2% | -100.8% | +14.6% |
| 1Y | +33.5% | +143.8% | -110.3% | +22.5% |
| 3Y | -2.1% | +104.2% | -106.3% | -20.9% |
| 5Y | +5.8% | -34.5% | +40.3% | -7.8% |
| All | +93.5% | +36.8% | +56.7% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling