+21.3%
ELF vs RUN
-7.3%
+28.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.8% |
| 7D | +1.6% | -13.5% | +15.1% | +3.0% |
| 30D | +9.1% | +18.3% | -9.2% | +7.0% |
| 3M | +28.2% | -12.5% | +40.6% | +29.2% |
| 6M | +119.5% | -40.3% | +159.9% | +128.6% |
| YTD | +55.2% | -53.1% | +108.3% | +62.9% |
| 1Y | +58.6% | -54.3% | +112.9% | +66.6% |
| 3Y | +21.3% | -6.5% | +27.8% | -1.7% |
| All | +21.3% | -7.3% | +28.6% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling