+2,385.0%
ELV vs RJF
+2,729.4%
-344.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.3% | +1.8% | -2.0% | -0.8% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | -3.5% | +18.0% | -21.5% | -8.2% |
| 6M | +40.2% | +17.0% | +23.2% | +33.5% |
| YTD | +15.8% | +11.1% | +4.7% | +11.7% |
| 1Y | +33.2% | +8.0% | +25.2% | +29.2% |
| 3Y | -6.2% | +73.3% | -79.5% | -23.2% |
| 5Y | +16.4% | +107.4% | -91.0% | -11.9% |
| 10Y | +259.8% | +428.5% | -168.7% | +98.6% |
| All | +2,385.0% | +2,729.4% | -344.4% | +578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling