-19.5%
ELF vs RMD
+51.0%
-70.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +5.4% | -5.0% | +10.3% | +7.2% |
| 30D | +27.0% | +2.2% | +24.8% | +25.8% |
| 3M | +113.2% | +17.8% | +95.4% | +100.3% |
| 6M | +36.6% | -11.3% | +47.9% | +41.0% |
| YTD | +44.2% | -4.4% | +48.6% | +44.6% |
| 1Y | -18.0% | -15.7% | -2.3% | -14.3% |
| All | -19.5% | +51.0% | -70.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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