+341.4%
ELF vs RBA
+224.6%
+116.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.1% | +6.2% |
| 7D | +4.0% | +4.3% | -0.3% | +2.5% |
| 30D | +10.6% | +16.3% | -5.7% | +4.9% |
| 3M | +25.8% | +1.3% | +24.5% | +24.7% |
| 6M | +89.1% | -11.1% | +100.1% | +94.4% |
| YTD | +52.7% | -8.5% | +61.2% | +54.9% |
| 1Y | +51.7% | -2.1% | +53.9% | +50.3% |
| 3Y | +14.2% | +44.6% | -30.3% | -0.6% |
| 5Y | +270.7% | +36.8% | +233.9% | +219.8% |
| All | +341.4% | +224.6% | +116.9% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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