+93.4%
ELV vs REPL
+36.1%
+57.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.2% |
| 7D | -1.1% | +5.3% | -6.4% | -1.3% |
| 30D | +1.8% | +66.6% | -64.9% | -0.1% |
| 3M | +10.5% | +59.6% | -49.1% | +8.5% |
| 6M | +13.5% | +482.4% | -468.9% | +3.2% |
| YTD | +24.3% | +124.1% | -99.8% | +14.5% |
| 1Y | +38.9% | +138.6% | -99.6% | +27.6% |
| 3Y | -1.5% | +96.0% | -97.5% | -20.1% |
| 5Y | +7.3% | -35.4% | +42.7% | -6.3% |
| All | +93.4% | +36.1% | +57.3% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling