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  • ELF vs RJF✓SelectedUSD · RJFELF vs RJF performance historyLatest closeAs of+2.10%09/04
Stock and ETF performance explorer

ELF vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-18.0%
RJF return
+7.8%
Excess return
-25.8%
Maximum drawdown
-66.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+2.1%-1.6%+3.7%+2.6%
7D+5.4%-0.6%+5.9%+5.5%
30D+27.0%-1.3%+28.2%+27.3%
3M+113.2%+18.9%+94.3%+100.7%
6M+36.6%+15.0%+21.5%+29.1%
YTD+44.2%+12.2%+32.0%+36.9%
1Y-18.0%+5.6%-23.6%-22.2%
All-18.0%+7.8%-25.8%-22.2%

Cumulative growth

Daily Returns

Daily percentage return beside RJF.

Daily Out/Under-Performance

Portfolio return minus RJF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…

1y analysis · Full analysis span regression · 6 months rolling