+286.6%
ELF vs RNG
+236.7%
+49.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.2% | -4.4% |
| 7D | +3.4% | +2.3% | +1.1% | +2.9% |
| 30D | +5.0% | -3.4% | +8.4% | +5.5% |
| 3M | +22.6% | +20.9% | +1.7% | +17.8% |
| 6M | +104.0% | +82.2% | +21.8% | +79.3% |
| YTD | +49.3% | +164.6% | -115.3% | +19.4% |
| 1Y | +46.0% | +177.0% | -131.0% | +15.6% |
| 3Y | +19.4% | +177.4% | -158.0% | -7.8% |
| 5Y | +262.0% | -72.3% | +334.4% | +298.3% |
| All | +286.6% | +236.7% | +49.9% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling