+262.0%
ELF vs RVTY
-11.6%
+273.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.8% |
| 7D | +3.4% | +4.1% | -0.8% | +1.7% |
| 30D | +5.0% | +1.3% | +3.7% | +4.2% |
| 3M | +22.6% | +33.3% | -10.7% | +7.9% |
| 6M | +104.0% | +58.3% | +45.7% | +65.0% |
| YTD | +49.3% | +62.7% | -13.4% | +18.3% |
| 1Y | +46.0% | +67.2% | -21.2% | +14.0% |
| 3Y | +19.4% | +87.3% | -67.9% | -11.7% |
| 5Y | +262.0% | -13.4% | +275.5% | +260.0% |
| All | +262.0% | -11.6% | +273.6% | +260.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling