+21.8%
ELF vs RMD
+68.2%
-46.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.7% |
| 7D | +4.3% | -0.8% | +5.1% | +4.5% |
| 30D | +7.7% | +1.7% | +6.1% | +6.8% |
| 3M | +24.7% | +6.4% | +18.3% | +21.7% |
| 6M | +114.6% | +20.7% | +93.9% | +98.8% |
| YTD | +55.8% | -0.2% | +55.9% | +53.4% |
| 1Y | +51.9% | -4.5% | +56.4% | +51.8% |
| All | +21.8% | +68.2% | -46.4% | -15.4% |
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