+338.9%
ELF vs RVTY
+221.3%
+117.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +6.3% | -2.7% | +9.0% | +7.4% |
| 30D | +8.5% | +3.2% | +5.3% | +6.9% |
| 3M | +24.4% | +37.2% | -12.8% | +8.8% |
| 6M | +94.7% | +57.7% | +37.0% | +59.6% |
| YTD | +55.9% | +64.8% | -9.0% | +24.4% |
| 1Y | +48.4% | +72.8% | -24.4% | +15.8% |
| 3Y | +24.6% | +89.8% | -65.2% | -6.8% |
| 5Y | +285.0% | -8.4% | +293.5% | +269.4% |
| All | +338.9% | +221.3% | +117.6% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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