+21.8%
ELF vs RGEN
+18.5%
+3.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | +4.3% | -3.1% | +7.4% | +5.2% |
| 30D | +7.7% | +0.1% | +7.7% | +7.6% |
| 3M | +24.7% | +4.8% | +19.9% | +22.3% |
| 6M | +114.6% | +48.9% | +65.7% | +88.0% |
| YTD | +55.8% | +5.3% | +50.4% | +50.5% |
| 1Y | +51.9% | +12.5% | +39.4% | +43.9% |
| All | +21.8% | +18.5% | +3.3% | +7.1% |
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