+139.4%
EEM vs RUN
-29.4%
+168.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.2% |
| 7D | +3.1% | +10.2% | -7.1% | +2.1% |
| 30D | +4.9% | -9.6% | +14.5% | +5.8% |
| 3M | +5.2% | -31.5% | +36.7% | +8.7% |
| 6M | +20.7% | -18.7% | +39.4% | +22.3% |
| YTD | +26.5% | -49.9% | +76.4% | +32.5% |
| 1Y | +37.8% | -45.5% | +83.4% | +42.2% |
| 3Y | +91.0% | -34.1% | +125.1% | +73.2% |
| 5Y | +47.0% | -79.4% | +126.5% | +42.7% |
| 10Y | +125.6% | +48.9% | +76.6% | +61.7% |
| All | +139.4% | -29.4% | +168.8% | +75.8% |
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 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