+285.0%
ELF vs RRX
+13.9%
+271.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | +6.3% | 0.0% | +6.3% | +6.1% |
| 30D | +8.5% | +9.0% | -0.6% | +4.4% |
| 3M | +24.4% | +4.0% | +20.4% | +21.5% |
| 6M | +94.7% | -15.7% | +110.5% | +102.0% |
| YTD | +55.9% | +29.0% | +26.9% | +30.5% |
| 1Y | +48.4% | +35.2% | +13.2% | +20.9% |
| 3Y | +24.6% | +67.7% | -43.1% | -8.9% |
| 5Y | +285.0% | +14.9% | +270.1% | +227.9% |
| All | +285.0% | +13.9% | +271.1% | +227.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling