-6.2%
ELV vs REPL
-24.7%
+18.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.3% |
| 7D | -0.3% | -5.7% | +5.5% | -0.2% |
| 30D | +2.0% | +22.5% | -20.5% | +1.7% |
| 3M | -3.5% | +64.7% | -68.1% | -4.4% |
| 6M | +40.2% | +83.0% | -42.8% | +37.1% |
| YTD | +15.8% | +52.0% | -36.1% | +13.5% |
| 1Y | +33.2% | +144.5% | -111.4% | +28.6% |
| 3Y | -6.2% | -25.1% | +18.8% | -17.8% |
| All | -6.2% | -24.7% | +18.4% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling