+285.2%
RTX vs ELF
+334.6%
-49.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.4% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | -10.6% | +5.9% | -16.5% | -11.3% |
| 3M | +11.6% | +99.5% | -87.9% | +2.4% |
| 6M | -4.5% | +26.5% | -31.0% | -8.0% |
| YTD | +9.6% | +37.2% | -27.6% | +3.9% |
| 1Y | +30.8% | -24.4% | +55.2% | +31.7% |
| 3Y | +152.8% | -23.3% | +176.2% | +136.9% |
| 5Y | +167.1% | +245.2% | -78.1% | +77.5% |
| All | +285.2% | +334.6% | -49.4% | +110.6% |
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