+35.1%
ELV vs RUN
-46.2%
+81.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +3.3% | +1.3% | +2.1% | +3.3% |
| 30D | +4.2% | -15.3% | +19.4% | +4.6% |
| 3M | -0.1% | -40.0% | +39.9% | +1.5% |
| 6M | +41.3% | -27.0% | +68.2% | +41.3% |
| YTD | +17.4% | -51.7% | +69.1% | +18.4% |
| 1Y | +35.1% | -45.9% | +81.0% | +36.3% |
| All | +35.1% | -46.2% | +81.2% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling