+86.8%
ELV vs REPL
-17.3%
+104.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -8.4% | +13.3% | +5.2% |
| 7D | +0.4% | -13.4% | +13.8% | +0.9% |
| 30D | +6.7% | -3.0% | +9.7% | +6.7% |
| 3M | +3.0% | +56.3% | -53.4% | -0.2% |
| 6M | +48.0% | +60.9% | -12.9% | +38.2% |
| YTD | +20.0% | +36.2% | -16.2% | +12.7% |
| 1Y | +37.9% | +121.0% | -83.1% | +23.6% |
| 3Y | -2.8% | -32.8% | +30.0% | -15.6% |
| 5Y | +24.8% | -58.7% | +83.5% | +10.2% |
| All | +86.8% | -17.3% | +104.0% | +27.9% |
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