+48.4%
ELF vs RUN
-52.5%
+100.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.6% | +9.9% | +0.4% |
| 7D | +6.3% | +0.3% | +5.9% | +6.0% |
| 30D | +8.5% | +14.0% | -5.5% | +6.4% |
| 3M | +24.4% | -11.8% | +36.2% | +25.6% |
| 6M | +94.7% | -40.4% | +135.1% | +104.4% |
| YTD | +55.9% | -52.7% | +108.5% | +64.3% |
| 1Y | +48.4% | -52.5% | +100.9% | +57.5% |
| All | +48.4% | -52.5% | +100.9% | +57.5% |
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