+14.2%
ELF vs RUN
-8.7%
+22.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.6% |
| 7D | +4.0% | +33.4% | -29.4% | +0.9% |
| 30D | +10.6% | +31.1% | -20.6% | +7.3% |
| 3M | +25.8% | +6.4% | +19.4% | +24.5% |
| 6M | +89.1% | -22.2% | +111.3% | +91.8% |
| YTD | +52.7% | -45.8% | +98.5% | +58.3% |
| 1Y | +51.7% | -51.1% | +102.9% | +58.3% |
| 3Y | +14.2% | -3.0% | +17.2% | -9.1% |
| All | +14.2% | -8.7% | +22.9% | -9.1% |
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