+129.2%
EFA vs RUN
-29.4%
+158.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -0.8% |
| 7D | +1.2% | +10.2% | -9.0% | +0.4% |
| 30D | -0.7% | -9.6% | +8.9% | 0.0% |
| 3M | +6.4% | -31.5% | +37.9% | +9.2% |
| 6M | +11.4% | -18.7% | +30.1% | +12.4% |
| YTD | +14.0% | -49.9% | +63.9% | +18.2% |
| 1Y | +20.2% | -45.5% | +65.7% | +23.0% |
| 3Y | +68.2% | -34.1% | +102.3% | +54.5% |
| 5Y | +54.8% | -79.4% | +134.2% | +50.4% |
| 10Y | +142.4% | +48.9% | +93.4% | +84.0% |
| All | +129.2% | -29.4% | +158.6% | +76.5% |
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