+357.2%
ELF vs RRC
+67.7%
+289.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -1.3% |
| 7D | +6.3% | -5.2% | +11.5% | +6.9% |
| 30D | +8.5% | +25.2% | -16.7% | +5.2% |
| 3M | +24.4% | +27.4% | -2.9% | +20.2% |
| 6M | +94.7% | +27.0% | +67.7% | +87.7% |
| YTD | +55.9% | +46.3% | +9.6% | +46.9% |
| 1Y | +48.4% | +37.1% | +11.3% | +41.1% |
| 3Y | +24.6% | +60.2% | -35.5% | +15.4% |
| 5Y | +285.0% | +136.6% | +148.4% | +229.4% |
| 10Y | +357.2% | +68.8% | +288.4% | +278.1% |
| All | +357.2% | +67.7% | +289.5% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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