+347.0%
ELF vs RSG
+471.0%
-123.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | +4.3% | +1.6% | +2.6% | +3.4% |
| 30D | +7.7% | +13.5% | -5.7% | +0.9% |
| 3M | +24.7% | +16.3% | +8.4% | +15.2% |
| 6M | +114.6% | +26.9% | +87.8% | +88.4% |
| YTD | +55.8% | +19.1% | +36.7% | +40.6% |
| 1Y | +51.9% | +21.8% | +30.1% | +35.3% |
| 3Y | +24.6% | +63.5% | -38.9% | -10.2% |
| 5Y | +279.2% | +98.6% | +180.6% | +139.1% |
| 10Y | +338.7% | +444.4% | -105.7% | +60.0% |
| All | +347.0% | +471.0% | -123.9% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling