+14.2%
ELF vs RVTY
+78.0%
-63.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +4.5% |
| 7D | +4.0% | -1.2% | +5.2% | +4.3% |
| 30D | +10.6% | +1.0% | +9.5% | +9.8% |
| 3M | +25.8% | +35.8% | -10.0% | +8.2% |
| 6M | +89.1% | +56.7% | +32.4% | +49.9% |
| YTD | +52.7% | +60.7% | -8.0% | +18.1% |
| 1Y | +51.7% | +73.7% | -22.0% | +12.0% |
| 3Y | +14.2% | +82.8% | -68.5% | -26.2% |
| All | +14.2% | +78.0% | -63.7% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling