+273.7%
ELV vs RUN
+42.2%
+231.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +3.2% | -3.7% | +6.9% | +3.4% |
| 30D | +5.4% | -13.0% | +18.4% | +6.2% |
| 3M | +5.4% | -31.8% | +37.1% | +7.4% |
| 6M | +45.7% | -32.2% | +77.9% | +47.9% |
| YTD | +21.2% | -53.5% | +74.7% | +24.9% |
| 1Y | +35.6% | -46.5% | +82.2% | +37.9% |
| 3Y | -2.0% | -37.6% | +35.6% | -8.4% |
| 5Y | +26.0% | -80.9% | +106.9% | +24.1% |
| All | +273.7% | +42.2% | +231.5% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling