-23.3%
ELF vs RSG
+55.3%
-78.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.8% |
| 7D | -1.2% | -0.7% | -0.4% | -1.1% |
| 30D | +5.9% | +3.3% | +2.6% | +5.6% |
| 3M | +99.5% | +8.5% | +91.1% | +97.8% |
| 6M | +26.5% | -3.5% | +30.1% | +26.3% |
| YTD | +37.2% | +5.5% | +31.7% | +35.6% |
| 1Y | -24.4% | -1.7% | -22.7% | -25.0% |
| 3Y | -23.3% | +56.9% | -80.2% | -26.5% |
| All | -23.3% | +55.3% | -78.6% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling