+338.7%
ELF vs RRX
+222.4%
+116.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.7% |
| 7D | +4.3% | +5.4% | -1.1% | +1.9% |
| 30D | +7.7% | +12.0% | -4.2% | +1.9% |
| 3M | +24.7% | +6.1% | +18.6% | +20.3% |
| 6M | +114.6% | -13.2% | +127.9% | +120.3% |
| YTD | +55.8% | +31.0% | +24.8% | +27.8% |
| 1Y | +51.9% | +38.8% | +13.2% | +20.5% |
| 3Y | +24.6% | +70.3% | -45.7% | -12.8% |
| 5Y | +279.2% | +15.5% | +263.7% | +205.7% |
| 10Y | +338.7% | +213.7% | +125.1% | +108.3% |
| All | +338.7% | +222.4% | +116.3% | +108.3% |
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