+70.7%
EEM vs RUN
-7.3%
+78.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +2.7% | -13.5% | +16.2% | +3.7% |
| 30D | -5.4% | +18.3% | -23.7% | -6.8% |
| 3M | -8.6% | -12.5% | +3.8% | -8.1% |
| 6M | -8.9% | -40.3% | +31.4% | -6.2% |
| YTD | +11.9% | -53.1% | +65.0% | +15.6% |
| 1Y | +13.1% | -54.3% | +67.3% | +16.8% |
| 3Y | +70.7% | -6.5% | +77.2% | +56.0% |
| All | +70.7% | -7.3% | +78.0% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling