+347.0%
ELF vs RVTY
+197.0%
+150.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +4.3% | -0.7% | +5.0% | +4.6% |
| 30D | +7.7% | +1.7% | +6.0% | +6.8% |
| 3M | +24.7% | +36.8% | -12.1% | +9.2% |
| 6M | +114.6% | +60.1% | +54.5% | +74.9% |
| YTD | +55.8% | +64.0% | -8.2% | +24.7% |
| 1Y | +51.9% | +68.2% | -16.3% | +20.1% |
| 3Y | +24.6% | +88.8% | -64.2% | -6.5% |
| 5Y | +279.2% | -10.5% | +289.7% | +266.8% |
| 10Y | +338.7% | +219.7% | +119.1% | +166.3% |
| All | +347.0% | +197.0% | +150.0% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling