+277.7%
ELF vs RJF
+421.1%
-143.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.8% |
| 7D | -6.8% | -0.3% | -6.5% | -6.7% |
| 30D | +5.1% | -2.0% | +7.1% | +6.0% |
| 3M | +79.8% | +16.3% | +63.4% | +66.9% |
| 6M | +29.7% | +16.9% | +12.8% | +19.8% |
| YTD | +31.6% | +10.4% | +21.2% | +24.4% |
| 1Y | -27.9% | +7.4% | -35.3% | -31.2% |
| 3Y | -26.4% | +72.2% | -98.7% | -44.2% |
| 5Y | +235.6% | +105.1% | +130.5% | +131.1% |
| All | +277.7% | +421.1% | -143.5% | +85.9% |
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