+8.8%
ELV vs REPL
-29.4%
+38.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.2% |
| 3M | +8.5% | +70.3% | -61.8% | +7.5% |
| 6M | +14.6% | +472.0% | -457.4% | +9.9% |
| YTD | +24.4% | +139.5% | -115.1% | +19.7% |
| 1Y | +44.2% | +167.3% | -123.0% | +38.5% |
| 3Y | -1.4% | +109.5% | -111.0% | -11.2% |
| 5Y | +8.8% | -29.9% | +38.7% | +0.6% |
| All | +8.8% | -29.4% | +38.2% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling