+286.6%
ELF vs RJF
+323.5%
-37.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +3.4% | +1.5% | +1.9% | +2.6% |
| 30D | +5.0% | +6.7% | -1.8% | +1.6% |
| 3M | +22.6% | -7.3% | +29.9% | +26.7% |
| 6M | +104.0% | +9.8% | +94.2% | +93.4% |
| YTD | +49.3% | +5.6% | +43.7% | +43.7% |
| 1Y | +46.0% | +2.3% | +43.8% | +42.9% |
| 3Y | +19.4% | +73.6% | -54.2% | -10.0% |
| 5Y | +262.0% | +79.9% | +182.1% | +163.2% |
| All | +286.6% | +323.5% | -37.0% | +111.7% |
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