-35.6%
ELAN vs RUN
-33.1%
-2.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -5.4% | -3.7% | -1.7% | -4.9% |
| 30D | +4.7% | -13.0% | +17.7% | +6.7% |
| 3M | -3.7% | -31.8% | +28.1% | +1.1% |
| 6M | -1.2% | -32.2% | +31.0% | +3.1% |
| YTD | +2.4% | -53.5% | +55.9% | +10.3% |
| 1Y | +23.4% | -46.5% | +69.9% | +28.8% |
| 3Y | +96.7% | -37.6% | +134.3% | +70.7% |
| 5Y | -30.6% | -80.9% | +50.3% | -33.5% |
| All | -35.6% | -33.1% | -2.5% | -60.2% |
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 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