+313.8%
ELF vs RVTY
+144.3%
+169.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +5.4% | +1.1% | +4.2% | +4.9% |
| 30D | +27.0% | +13.2% | +13.8% | +20.7% |
| 3M | +113.2% | +27.2% | +86.0% | +91.9% |
| 6M | +36.6% | +32.4% | +4.2% | +20.1% |
| YTD | +44.2% | +34.9% | +9.4% | +25.7% |
| 1Y | -18.0% | +52.4% | -70.4% | -31.8% |
| 3Y | -19.9% | +12.3% | -32.2% | -26.8% |
| 5Y | +257.7% | -30.8% | +288.5% | +284.8% |
| All | +313.8% | +144.3% | +169.6% | +174.6% |
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