+132.6%
RTX vs ELF
+266.1%
-133.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -7.0% | -1.5% |
| 7D | -5.1% | +4.0% | -9.1% | -5.3% |
| 30D | +5.1% | +10.6% | -5.4% | +4.7% |
| 3M | -14.8% | +25.8% | -40.6% | -15.7% |
| 6M | +8.0% | +89.1% | -81.0% | +4.8% |
| YTD | +4.5% | +52.7% | -48.3% | +1.9% |
| 1Y | +9.8% | +51.7% | -41.9% | +7.1% |
| 3Y | +144.2% | +14.2% | +130.0% | +127.1% |
| All | +132.6% | +266.1% | -133.5% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling