+293.6%
ELF vs RUN
+64.6%
+229.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.7% | -8.6% | -5.4% |
| 7D | -1.2% | +10.2% | -11.3% | -2.6% |
| 30D | +5.9% | -9.6% | +15.5% | +7.3% |
| 3M | +99.5% | -31.5% | +131.0% | +108.9% |
| 6M | +26.5% | -18.7% | +45.2% | +28.3% |
| YTD | +37.2% | -49.9% | +87.1% | +46.9% |
| 1Y | -24.4% | -45.5% | +21.1% | -20.8% |
| 3Y | -23.3% | -34.1% | +10.8% | -34.4% |
| 5Y | +245.2% | -79.4% | +324.6% | +229.6% |
| All | +293.6% | +64.6% | +229.0% | +118.6% |
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