+364.2%
ELF vs RGEN
+508.6%
-144.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +2.1% |
| 7D | +7.8% | +3.5% | +4.4% | +7.1% |
| 30D | +9.3% | +2.9% | +6.4% | +8.6% |
| 3M | +21.2% | +9.2% | +12.0% | +18.6% |
| 6M | +96.1% | +44.9% | +51.2% | +79.7% |
| YTD | +57.0% | +9.2% | +47.8% | +51.8% |
| 1Y | +61.9% | +25.3% | +36.6% | +52.2% |
| 3Y | +20.0% | +21.7% | -1.7% | +10.6% |
| 5Y | +284.8% | -34.5% | +319.3% | +276.2% |
| 10Y | +364.2% | +478.9% | -114.7% | +205.9% |
| All | +364.2% | +508.6% | -144.4% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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