+63.2%
EFA vs RUN
-38.5%
+101.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -2.4% | -3.4% | +1.0% | -2.2% |
| 30D | -2.2% | -14.0% | +11.7% | -1.5% |
| 3M | +5.7% | -27.5% | +33.2% | +7.2% |
| 6M | +8.2% | -29.0% | +37.1% | +9.7% |
| YTD | +11.8% | -53.1% | +64.9% | +14.8% |
| 1Y | +18.3% | -46.7% | +65.0% | +20.3% |
| All | +63.2% | -38.5% | +101.7% | +55.0% |
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