+273.0%
ELF vs RUN
-85.3%
+358.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.8% |
| 7D | +1.6% | -13.5% | +15.1% | +3.3% |
| 30D | +9.1% | +18.3% | -9.2% | +6.5% |
| 3M | +28.2% | -12.5% | +40.6% | +29.4% |
| 6M | +119.5% | -40.3% | +159.9% | +130.6% |
| YTD | +55.2% | -53.1% | +108.3% | +64.7% |
| 1Y | +58.6% | -54.3% | +112.9% | +68.4% |
| 3Y | +21.3% | -6.5% | +27.8% | +0.5% |
| All | +273.0% | -85.3% | +358.3% | +265.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling