+157.0%
RTX vs ELF
+24.2%
+132.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | 0.0% |
| 7D | +4.8% | +1.6% | +3.2% | +4.7% |
| 30D | +6.5% | +9.1% | -2.6% | +6.3% |
| 3M | -9.6% | +28.2% | -37.8% | -10.1% |
| 6M | +12.3% | +119.5% | -107.2% | +10.4% |
| YTD | +9.5% | +55.2% | -45.7% | +8.1% |
| 1Y | +15.8% | +58.6% | -42.7% | +14.4% |
| 3Y | +157.0% | +21.3% | +135.7% | +151.7% |
| All | +157.0% | +24.2% | +132.8% | +151.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling