-3.9%
ELF vs RUN
-53.7%
+49.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | -1.5% | +18.5% | -20.0% | -3.8% |
| 30D | +9.5% | +15.5% | -6.0% | +7.2% |
| 3M | +29.4% | -20.3% | +49.7% | +32.5% |
| 6M | +83.7% | -30.8% | +114.5% | +90.1% |
| YTD | +49.4% | -52.2% | +101.7% | +58.2% |
| 1Y | -3.9% | -53.9% | +49.9% | +2.0% |
| All | -3.9% | -53.7% | +49.8% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling