+277.7%
ELF vs RRX
+219.5%
+58.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.5% | -3.0% |
| 7D | -6.8% | -0.7% | -6.1% | -6.5% |
| 30D | +5.1% | -8.0% | +13.0% | +8.7% |
| 3M | +79.8% | -25.1% | +104.8% | +99.1% |
| 6M | +29.7% | -18.3% | +48.0% | +36.0% |
| YTD | +31.6% | +14.2% | +17.5% | +15.6% |
| 1Y | -27.9% | +13.0% | -41.0% | -36.8% |
| 3Y | -26.4% | +4.2% | -30.6% | -35.6% |
| 5Y | +235.6% | +17.9% | +217.7% | +166.2% |
| All | +277.7% | +219.5% | +58.1% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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