+338.3%
ELF vs RUN
+78.2%
+260.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.6% |
| 7D | +4.0% | +33.4% | -29.4% | -0.5% |
| 30D | +10.6% | +31.1% | -20.6% | +5.9% |
| 3M | +25.8% | +6.4% | +19.4% | +23.8% |
| 6M | +89.1% | -22.2% | +111.3% | +92.9% |
| YTD | +52.7% | -45.8% | +98.5% | +60.7% |
| 1Y | +51.7% | -51.1% | +102.9% | +61.3% |
| 3Y | +14.2% | -3.0% | +17.2% | -8.2% |
| 5Y | +270.7% | -82.2% | +352.9% | +265.4% |
| 10Y | +341.9% | +111.9% | +230.0% | +140.6% |
| All | +338.3% | +78.2% | +260.0% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling