-2.0%
ELV vs RJF
+69.0%
-71.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +3.2% | -2.7% | +5.9% | +3.4% |
| 30D | +5.4% | -4.3% | +9.6% | +5.7% |
| 3M | +5.4% | +15.7% | -10.4% | +4.3% |
| 6M | +45.7% | +17.8% | +27.9% | +44.0% |
| YTD | +21.2% | +9.2% | +12.0% | +20.2% |
| 1Y | +35.6% | +2.8% | +32.8% | +34.4% |
| 3Y | -2.0% | +69.5% | -71.5% | -7.4% |
| All | -2.0% | +69.0% | -71.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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