+267.2%
RTX vs ELF
+383.9%
-116.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -7.0% | -1.9% |
| 7D | -5.1% | +4.0% | -9.1% | -5.6% |
| 30D | +5.1% | +10.6% | -5.4% | +3.9% |
| 3M | -14.8% | +25.8% | -40.6% | -17.3% |
| 6M | +8.0% | +89.1% | -81.0% | -0.6% |
| YTD | +4.5% | +52.7% | -48.3% | -2.3% |
| 1Y | +9.8% | +51.7% | -41.9% | +2.6% |
| 3Y | +144.2% | +14.2% | +130.0% | +115.0% |
| 5Y | +131.4% | +270.7% | -139.3% | +53.1% |
| 10Y | +273.3% | +341.9% | -68.7% | +101.3% |
| All | +267.2% | +383.9% | -116.7% | +98.0% |
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