-1.4%
ELV vs REPL
+100.5%
-101.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +2.7% |
| 7D | +3.8% | +12.7% | -8.9% | +3.7% |
| 30D | +4.1% | +73.5% | -69.4% | +3.5% |
| 3M | +8.5% | +70.3% | -61.8% | +7.8% |
| 6M | +14.6% | +472.0% | -457.4% | +11.2% |
| YTD | +24.4% | +139.5% | -115.1% | +21.0% |
| 1Y | +44.2% | +167.3% | -123.0% | +40.1% |
| 3Y | -1.4% | +109.5% | -111.0% | -9.2% |
| All | -1.4% | +100.5% | -101.9% | -9.2% |
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