+364.2%
ELF vs RJF
+371.5%
-7.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.3% |
| 7D | +7.8% | +3.4% | +4.4% | +6.1% |
| 30D | +9.3% | +5.9% | +3.3% | +6.1% |
| 3M | +21.2% | -4.6% | +25.8% | +23.5% |
| 6M | +96.1% | +9.5% | +86.6% | +86.3% |
| YTD | +57.0% | +6.0% | +51.0% | +50.8% |
| 1Y | +61.9% | +4.3% | +57.5% | +56.8% |
| 3Y | +20.0% | +76.6% | -56.6% | -10.4% |
| 5Y | +284.8% | +80.6% | +204.2% | +178.6% |
| 10Y | +364.2% | +346.5% | +17.7% | +136.2% |
| All | +364.2% | +371.5% | -7.3% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling