-30.2%
EL vs RUN
-35.6%
+5.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.5% |
| 7D | +1.7% | +10.2% | -8.5% | +0.4% |
| 30D | +15.5% | -9.6% | +25.1% | +16.9% |
| 3M | +20.6% | -31.5% | +52.1% | +25.5% |
| 6M | +10.5% | -18.7% | +29.2% | +12.0% |
| YTD | -1.9% | -49.9% | +48.0% | +4.1% |
| 1Y | +16.1% | -45.5% | +61.6% | +21.0% |
| 3Y | -30.2% | -34.1% | +3.9% | -42.2% |
| All | -30.2% | -35.6% | +5.3% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling