+364.2%
ELF vs RCAT
-99.6%
+463.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.4% | -8.6% | +2.6% |
| 7D | +7.8% | +1.1% | +6.7% | +7.8% |
| 30D | +9.3% | -22.0% | +31.3% | +9.6% |
| 3M | +21.2% | -51.1% | +72.3% | +22.2% |
| 6M | +96.1% | -56.6% | +152.7% | +97.7% |
| YTD | +57.0% | -43.3% | +100.2% | +57.3% |
| 1Y | +61.9% | -51.5% | +113.4% | +62.4% |
| 3Y | +20.0% | +411.4% | -391.4% | +15.9% |
| 5Y | +284.8% | +74.4% | +210.3% | +273.6% |
| 10Y | +364.2% | -99.6% | +463.8% | +339.5% |
| All | +364.2% | -99.6% | +463.8% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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