+303.3%
ELF vs RBA
+208.8%
+94.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +4.3% | +0.6% | +3.6% | +4.0% |
| 30D | +7.7% | +9.0% | -1.2% | +4.5% |
| 3M | +24.7% | +7.2% | +17.5% | +21.3% |
| 6M | +114.6% | -7.8% | +122.4% | +118.2% |
| YTD | +55.8% | -6.4% | +62.1% | +56.9% |
| 1Y | +51.9% | -4.2% | +56.1% | +51.7% |
| 3Y | +24.6% | +64.1% | -39.5% | +4.2% |
| 5Y | +279.2% | +48.4% | +230.8% | +217.4% |
| All | +303.3% | +208.8% | +94.5% | +127.3% |
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