+261.4%
ELF vs RSG
+404.6%
-143.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | -10.8% | -1.8% | -9.1% | -10.0% |
| 30D | +0.8% | +2.8% | -2.0% | -0.6% |
| 3M | +64.8% | +4.3% | +60.5% | +60.8% |
| 6M | +19.0% | -0.5% | +19.5% | +18.6% |
| YTD | +25.9% | +5.2% | +20.7% | +21.3% |
| 1Y | -28.8% | -2.1% | -26.6% | -28.7% |
| 3Y | -29.6% | +56.5% | -86.1% | -48.6% |
| 5Y | +216.2% | +89.5% | +126.7% | +101.9% |
| All | +261.4% | +404.6% | -143.2% | +39.7% |
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