+28.4%
RTX vs ELF
-17.5%
+46.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -5.2% | +5.4% | -10.5% | -5.2% |
| 30D | -9.4% | +27.0% | -36.4% | -9.7% |
| 3M | +12.3% | +113.2% | -100.9% | +10.9% |
| 6M | -3.1% | +36.6% | -39.7% | -3.8% |
| YTD | +10.7% | +44.2% | -33.6% | +9.5% |
| 1Y | +28.4% | -18.0% | +46.4% | +28.9% |
| All | +28.4% | -17.5% | +46.0% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling