+289.0%
RTX vs ELF
+357.0%
-67.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -5.2% | +5.4% | -10.5% | -5.8% |
| 30D | -9.4% | +27.0% | -36.4% | -12.0% |
| 3M | +12.3% | +113.2% | -100.9% | +2.1% |
| 6M | -3.1% | +36.6% | -39.7% | -7.5% |
| YTD | +10.7% | +44.2% | -33.6% | +4.4% |
| 1Y | +28.4% | -18.0% | +46.4% | +28.0% |
| 3Y | +147.1% | -19.9% | +167.0% | +130.4% |
| 5Y | +167.2% | +257.7% | -90.4% | +77.1% |
| All | +289.0% | +357.0% | -67.9% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling