+82.7%
ELV vs REPL
-6.0%
+88.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.7% |
| 7D | +3.3% | -3.0% | +6.3% | +3.4% |
| 30D | +4.2% | +27.1% | -23.0% | +3.2% |
| 3M | -0.1% | +52.4% | -52.4% | -3.0% |
| 6M | +41.3% | +107.4% | -66.2% | +30.5% |
| YTD | +17.4% | +54.7% | -37.3% | +9.8% |
| 1Y | +35.1% | +158.9% | -123.8% | +20.3% |
| 3Y | -3.2% | -23.7% | +20.5% | -16.3% |
| 5Y | +15.6% | -54.3% | +69.9% | +2.0% |
| All | +82.7% | -6.0% | +88.7% | +24.6% |
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 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