+52.7%
EFA vs RUN
-81.0%
+133.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | -1.5% | -3.7% | +2.2% | -1.3% |
| 30D | -1.7% | -13.0% | +11.3% | -0.8% |
| 3M | +3.5% | -31.8% | +35.3% | +5.8% |
| 6M | +9.5% | -32.2% | +41.7% | +11.7% |
| YTD | +12.9% | -53.5% | +66.3% | +16.9% |
| 1Y | +18.2% | -46.5% | +64.7% | +20.7% |
| 3Y | +64.8% | -37.6% | +102.4% | +53.5% |
| All | +52.7% | -81.0% | +133.7% | +51.0% |
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 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