+18.9%
ELV vs RJF
+103.8%
-84.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -0.2% | -2.0% | +1.8% | +0.1% |
| 3M | -6.1% | +16.3% | -22.4% | -8.5% |
| 6M | +42.8% | +16.9% | +25.9% | +38.9% |
| YTD | +14.4% | +10.4% | +3.9% | +12.2% |
| 1Y | +28.6% | +7.4% | +21.2% | +26.5% |
| 3Y | -7.4% | +72.2% | -79.6% | -19.1% |
| All | +18.9% | +103.8% | -84.8% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling