+338.3%
ELF vs RJF
+385.2%
-46.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.3% |
| 7D | +4.0% | +3.6% | +0.4% | +2.2% |
| 30D | +10.6% | +3.5% | +7.0% | +8.6% |
| 3M | +25.8% | -8.9% | +34.7% | +30.9% |
| 6M | +89.1% | +2.9% | +86.2% | +85.0% |
| YTD | +52.7% | +2.8% | +49.9% | +49.0% |
| 1Y | +51.7% | +2.7% | +49.1% | +48.1% |
| 3Y | +14.2% | +69.3% | -55.1% | -12.7% |
| 5Y | +270.7% | +75.0% | +195.7% | +173.7% |
| 10Y | +341.9% | +378.5% | -36.6% | +126.7% |
| All | +338.3% | +385.2% | -46.9% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling