+32.1%
RTX vs ELF
-27.0%
+59.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | -0.6% |
| 7D | -1.6% | -6.8% | +5.2% | -1.5% |
| 30D | -11.6% | +5.1% | -16.6% | -11.6% |
| 3M | +9.2% | +79.8% | -70.6% | +7.9% |
| 6M | -4.4% | +29.7% | -34.1% | -5.1% |
| YTD | +8.9% | +31.6% | -22.7% | +7.7% |
| 1Y | +32.1% | -27.9% | +60.0% | +33.5% |
| All | +32.1% | -27.0% | +59.1% | +33.5% |
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