+273.8%
RTX vs ELF
+354.8%
-81.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +3.3% |
| 7D | -3.2% | +7.8% | -11.0% | -4.1% |
| 30D | +5.6% | +9.3% | -3.7% | +4.4% |
| 3M | -11.7% | +21.2% | -32.9% | -13.9% |
| 6M | +12.3% | +96.1% | -83.8% | +2.8% |
| YTD | +8.2% | +57.0% | -48.8% | +0.8% |
| 1Y | +12.6% | +61.9% | -49.3% | +4.3% |
| 3Y | +152.8% | +20.0% | +132.8% | +120.7% |
| 5Y | +140.2% | +284.8% | -144.5% | +57.3% |
| 10Y | +273.8% | +364.2% | -90.4% | +100.0% |
| All | +273.8% | +354.8% | -81.1% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling