+128.5%
EEM vs RUN
+42.2%
+86.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | -1.3% | -3.7% | +2.5% | -0.9% |
| 30D | +2.1% | -13.0% | +15.1% | +3.5% |
| 3M | +1.0% | -31.8% | +32.8% | +4.7% |
| 6M | +15.9% | -32.2% | +48.1% | +19.8% |
| YTD | +24.6% | -53.5% | +78.1% | +31.9% |
| 1Y | +32.3% | -46.5% | +78.8% | +37.0% |
| 3Y | +85.9% | -37.6% | +123.5% | +68.0% |
| 5Y | +45.4% | -80.9% | +126.2% | +42.2% |
| All | +128.5% | +42.2% | +86.3% | +46.8% |
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