+314.5%
ELF vs RBA
+224.3%
+90.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -2.7% | +7.3% | -10.1% | -5.0% |
| 30D | +6.9% | +16.9% | -10.1% | +1.2% |
| 3M | +27.2% | -0.5% | +27.7% | +26.8% |
| 6M | +84.9% | -10.4% | +95.3% | +89.7% |
| YTD | +44.5% | -7.2% | +51.7% | +45.9% |
| 1Y | -6.8% | -2.2% | -4.5% | -7.4% |
| 3Y | +14.2% | +43.7% | -29.5% | -0.4% |
| 5Y | +250.6% | +38.7% | +211.9% | +201.3% |
| 10Y | +318.0% | +231.7% | +86.3% | +138.8% |
| All | +314.5% | +224.3% | +90.2% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling