+23.5%
EL vs RUN
+43.4%
-19.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.1% |
| 7D | -4.4% | -3.4% | -1.0% | -3.9% |
| 30D | +10.3% | -14.0% | +24.2% | +12.5% |
| 3M | +13.4% | -27.5% | +40.8% | +17.8% |
| 6M | +3.1% | -29.0% | +32.0% | +6.7% |
| YTD | -6.9% | -53.1% | +46.2% | +0.5% |
| 1Y | +11.9% | -46.7% | +58.6% | +17.6% |
| 3Y | -33.8% | -38.3% | +4.5% | -41.3% |
| 5Y | -69.0% | -80.7% | +11.7% | -69.8% |
| All | +23.5% | +43.4% | -19.8% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling