+347.2%
ELF vs RMD
+308.3%
+39.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +6.3% | +3.1% | +3.2% | +5.3% |
| 30D | +8.5% | +1.8% | +6.7% | +7.7% |
| 3M | +24.4% | +6.7% | +17.7% | +21.8% |
| 6M | +94.7% | +13.9% | +80.8% | +86.1% |
| YTD | +55.9% | -2.0% | +57.9% | +55.2% |
| 1Y | +48.4% | -5.4% | +53.8% | +49.3% |
| 3Y | +24.6% | +67.4% | -42.7% | +5.0% |
| 5Y | +285.0% | -5.7% | +290.8% | +270.8% |
| 10Y | +357.2% | +338.4% | +18.9% | +221.0% |
| All | +347.2% | +308.3% | +39.0% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling