+40.3%
EL vs RUN
-34.8%
+75.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.4% | -0.9% |
| 7D | +2.7% | -13.7% | +16.3% | +4.4% |
| 30D | +10.8% | +9.4% | +1.4% | +8.9% |
| 3M | +26.5% | -13.4% | +39.9% | +27.9% |
| 6M | +31.1% | -39.6% | +70.7% | +37.9% |
| YTD | +6.6% | -53.7% | +60.3% | +13.9% |
| 1Y | +21.8% | -56.2% | +78.0% | +30.6% |
| 3Y | +1.8% | -9.7% | +11.5% | -12.9% |
| 5Y | -65.6% | -85.5% | +19.9% | -65.5% |
| 10Y | +60.3% | +66.7% | -6.4% | +19.2% |
| All | +40.3% | -34.8% | +75.1% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling