+285.0%
ELF vs RBA
+48.5%
+236.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.3% | +3.2% | +3.1% | +5.3% |
| 30D | +8.5% | +12.0% | -3.5% | +4.8% |
| 3M | +24.4% | +2.9% | +21.5% | +23.0% |
| 6M | +94.7% | -6.3% | +101.0% | +96.8% |
| YTD | +55.9% | -5.9% | +61.7% | +56.7% |
| 1Y | +48.4% | -3.9% | +52.3% | +48.2% |
| 3Y | +24.6% | +64.9% | -40.3% | +10.3% |
| 5Y | +285.0% | +48.5% | +236.6% | +268.2% |
| All | +285.0% | +48.5% | +236.6% | +268.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling