-18.0%
ELF vs RSG
-3.6%
-14.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.2% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | +27.0% | +7.6% | +19.4% | +26.2% |
| 3M | +113.2% | +7.4% | +105.8% | +110.8% |
| 6M | +36.6% | -3.3% | +39.8% | +34.6% |
| YTD | +44.2% | +6.0% | +38.2% | +39.7% |
| 1Y | -18.0% | -3.7% | -14.3% | -21.8% |
| All | -18.0% | -3.6% | -14.4% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling