+364.2%
ELF vs RACE
+738.3%
-374.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | +7.8% | +3.9% | +3.9% | +5.8% |
| 30D | +9.3% | +7.4% | +1.8% | +5.6% |
| 3M | +21.2% | +1.6% | +19.6% | +19.9% |
| 6M | +96.1% | +23.3% | +72.8% | +76.5% |
| YTD | +57.0% | +14.7% | +42.3% | +45.2% |
| 1Y | +61.9% | +2.5% | +59.3% | +57.8% |
| 3Y | +20.0% | +28.0% | -8.0% | +1.2% |
| 5Y | +284.8% | +69.8% | +214.9% | +175.7% |
| 10Y | +364.2% | +734.9% | -370.7% | +174.8% |
| All | +364.2% | +738.3% | -374.1% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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