+313.8%
ELF vs RUN
+58.8%
+255.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.2% |
| 7D | +5.4% | +1.3% | +4.1% | +5.1% |
| 30D | +27.0% | -15.3% | +42.2% | +29.7% |
| 3M | +113.2% | -40.0% | +153.2% | +127.7% |
| 6M | +36.6% | -27.0% | +63.5% | +40.7% |
| YTD | +44.2% | -51.7% | +95.9% | +55.3% |
| 1Y | -18.0% | -45.9% | +27.9% | -14.1% |
| 3Y | -19.9% | -43.8% | +23.8% | -29.6% |
| 5Y | +257.7% | -80.5% | +338.2% | +244.6% |
| All | +313.8% | +58.8% | +255.1% | +131.1% |
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 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