+58.6%
ELF vs RJF
+3.6%
+55.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.6% |
| 7D | +1.6% | +3.6% | -2.0% | +0.2% |
| 30D | +9.1% | +7.2% | +1.9% | +6.1% |
| 3M | +28.2% | -6.5% | +34.7% | +31.9% |
| 6M | +119.5% | +10.3% | +109.2% | +109.3% |
| YTD | +55.2% | +6.5% | +48.7% | +44.4% |
| 1Y | +58.6% | +6.1% | +52.5% | +47.8% |
| All | +58.6% | +3.6% | +55.0% | +47.8% |
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