+255.0%
ELF vs RMD
-19.3%
+274.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +5.4% | -5.0% | +10.3% | +7.3% |
| 30D | +27.0% | +2.2% | +24.8% | +25.7% |
| 3M | +113.2% | +17.8% | +95.4% | +99.5% |
| 6M | +36.6% | -11.3% | +47.9% | +41.7% |
| YTD | +44.2% | -4.4% | +48.6% | +45.0% |
| 1Y | -18.0% | -15.7% | -2.3% | -13.8% |
| 3Y | -19.9% | +47.7% | -67.7% | -34.0% |
| All | +255.0% | -19.3% | +274.4% | +232.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling