+24.4%
EL vs RRX
+228.4%
-204.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.6% |
| 7D | -6.5% | -0.3% | -6.1% | -6.4% |
| 30D | +11.1% | -6.1% | +17.3% | +13.4% |
| 3M | +10.7% | -23.1% | +33.8% | +19.0% |
| 6M | +6.9% | -19.5% | +26.4% | +11.4% |
| YTD | -6.3% | +16.1% | -22.4% | -17.0% |
| 1Y | +13.5% | +12.9% | +0.5% | +1.0% |
| 3Y | -33.1% | +7.9% | -41.0% | -42.1% |
| 5Y | -68.8% | +19.1% | -87.9% | -74.7% |
| All | +24.4% | +228.4% | -204.0% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling