+286.6%
ELF vs RSG
+452.6%
-166.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.6% | -4.9% |
| 7D | +3.4% | +1.4% | +1.9% | +2.5% |
| 30D | +5.0% | +15.0% | -10.1% | -2.4% |
| 3M | +22.6% | +18.5% | +4.1% | +12.2% |
| 6M | +104.0% | +25.8% | +78.2% | +79.9% |
| YTD | +49.3% | +20.8% | +28.5% | +33.7% |
| 1Y | +46.0% | +24.8% | +21.2% | +28.4% |
| 3Y | +19.4% | +65.9% | -46.5% | -14.6% |
| 5Y | +262.0% | +99.1% | +163.0% | +128.3% |
| All | +286.6% | +452.6% | -166.1% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling