+301.7%
ELF vs RRC
+73.1%
+228.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.8% |
| 7D | +1.6% | +6.4% | -4.8% | +0.8% |
| 30D | +9.1% | +23.9% | -14.8% | +5.9% |
| 3M | +28.2% | +30.2% | -2.0% | +23.6% |
| 6M | +119.5% | +26.3% | +93.3% | +111.9% |
| YTD | +55.2% | +48.1% | +7.1% | +46.1% |
| 1Y | +58.6% | +37.7% | +20.9% | +50.8% |
| 3Y | +21.3% | +60.3% | -39.0% | +12.4% |
| 5Y | +276.2% | +135.3% | +140.9% | +222.7% |
| All | +301.7% | +73.1% | +228.6% | +229.5% |
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