-23.3%
ELF vs RRX
+4.1%
-27.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.1% |
| 7D | -1.2% | +4.3% | -5.4% | -2.5% |
| 30D | +5.9% | -8.0% | +13.9% | +8.8% |
| 3M | +99.5% | -22.0% | +121.5% | +113.5% |
| 6M | +26.5% | -11.9% | +38.4% | +27.5% |
| YTD | +37.2% | +17.1% | +20.1% | +20.6% |
| 1Y | -24.4% | +14.9% | -39.3% | -33.4% |
| 3Y | -23.3% | +6.9% | -30.2% | -24.7% |
| All | -23.3% | +4.1% | -27.4% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling