+203.6%
ELV vs RUN
-29.4%
+233.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.6% |
| 7D | -0.3% | +10.2% | -10.4% | -0.8% |
| 30D | +2.0% | -9.6% | +11.6% | +2.5% |
| 3M | -3.5% | -31.5% | +28.0% | -1.8% |
| 6M | +40.2% | -18.7% | +58.9% | +40.7% |
| YTD | +15.8% | -49.9% | +65.7% | +18.6% |
| 1Y | +33.2% | -45.5% | +78.7% | +35.1% |
| 3Y | -6.2% | -34.1% | +27.9% | -11.8% |
| 5Y | +16.4% | -79.4% | +95.9% | +14.1% |
| 10Y | +259.8% | +48.9% | +210.8% | +174.8% |
| All | +203.6% | -29.4% | +233.0% | +131.2% |
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