-19.5%
ELF vs RGEN
-3.7%
-15.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | +5.4% | -4.9% | +10.3% | +6.6% |
| 30D | +27.0% | +5.7% | +21.3% | +25.5% |
| 3M | +113.2% | +32.4% | +80.8% | +99.0% |
| 6M | +36.6% | +33.2% | +3.4% | +26.5% |
| YTD | +44.2% | +2.3% | +41.9% | +41.8% |
| 1Y | -18.0% | +39.0% | -57.0% | -24.9% |
| All | -19.5% | -3.7% | -15.8% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling