+43.6%
EEM vs RUN
-81.3%
+124.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -2.0% |
| 7D | -0.7% | -3.4% | +2.7% | -0.4% |
| 30D | +2.4% | -14.0% | +16.4% | +3.6% |
| 3M | +4.2% | -27.5% | +31.6% | +6.6% |
| 6M | +14.8% | -29.0% | +43.7% | +17.4% |
| YTD | +23.1% | -53.1% | +76.2% | +28.5% |
| 1Y | +32.5% | -46.7% | +79.3% | +36.3% |
| 3Y | +85.9% | -38.3% | +124.2% | +73.2% |
| 5Y | +43.6% | -80.7% | +124.3% | +43.4% |
| All | +43.6% | -81.3% | +124.8% | +43.4% |
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