+357.2%
ELF vs RUN
+94.0%
+263.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.6% | +9.9% | +0.8% |
| 7D | +6.3% | +0.3% | +5.9% | +5.9% |
| 30D | +8.5% | +14.0% | -5.5% | +5.9% |
| 3M | +24.4% | -11.8% | +36.2% | +25.7% |
| 6M | +94.7% | -40.4% | +135.1% | +106.5% |
| YTD | +55.9% | -52.7% | +108.5% | +67.1% |
| 1Y | +48.4% | -52.5% | +100.9% | +58.5% |
| 3Y | +24.6% | -7.7% | +32.4% | +0.4% |
| 5Y | +285.0% | -83.9% | +368.9% | +284.0% |
| 10Y | +357.2% | +84.9% | +272.3% | +150.3% |
| All | +357.2% | +94.0% | +263.2% | +150.3% |
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