-20.4%
ELF vs RJF
+77.4%
-97.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.9% |
| 7D | +5.4% | -0.6% | +5.9% | +5.6% |
| 30D | +27.0% | -1.3% | +28.2% | +27.5% |
| 3M | +113.2% | +18.9% | +94.3% | +94.7% |
| 6M | +36.6% | +15.0% | +21.5% | +26.5% |
| YTD | +44.2% | +12.2% | +32.0% | +34.5% |
| 1Y | -18.0% | +5.6% | -23.6% | -21.4% |
| All | -20.4% | +77.4% | -97.8% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling