+18.9%
ELV vs RUN
-80.9%
+99.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.1% |
| 7D | -2.2% | -1.8% | -0.4% | -2.2% |
| 30D | -0.2% | -10.8% | +10.6% | +0.1% |
| 3M | -6.1% | -30.2% | +24.1% | -5.3% |
| 6M | +42.8% | -22.3% | +65.2% | +43.3% |
| YTD | +14.4% | -52.2% | +66.6% | +16.0% |
| 1Y | +28.6% | -45.1% | +73.7% | +29.6% |
| 3Y | -7.4% | -37.1% | +29.7% | -9.6% |
| All | +18.9% | -80.9% | +99.8% | +20.6% |
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