+245.2%
ELF vs RJF
+105.7%
+139.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.4% |
| 7D | -1.2% | +1.8% | -2.9% | -2.1% |
| 30D | +5.9% | 0.0% | +5.9% | +5.7% |
| 3M | +99.5% | +18.0% | +81.6% | +82.1% |
| 6M | +26.5% | +17.0% | +9.6% | +15.6% |
| YTD | +37.2% | +11.1% | +26.1% | +28.1% |
| 1Y | -24.4% | +8.0% | -32.4% | -28.6% |
| 3Y | -23.3% | +73.3% | -96.6% | -44.4% |
| 5Y | +245.2% | +107.4% | +137.7% | +115.0% |
| All | +245.2% | +105.7% | +139.5% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling