+288.0%
RTX vs ELF
+393.8%
-105.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -1.7% | +6.3% | -8.0% | -2.4% |
| 30D | +7.7% | +8.5% | -0.8% | +6.6% |
| 3M | -10.3% | +24.4% | -34.8% | -12.8% |
| 6M | +14.6% | +94.7% | -80.1% | +5.0% |
| YTD | +10.4% | +55.9% | -45.5% | +3.0% |
| 1Y | +13.5% | +48.4% | -34.9% | +6.4% |
| 3Y | +158.6% | +24.6% | +134.0% | +124.5% |
| 5Y | +147.3% | +285.0% | -137.8% | +62.6% |
| 10Y | +268.6% | +357.2% | -88.6% | +98.4% |
| All | +288.0% | +393.8% | -105.8% | +108.7% |
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 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