-6.7%
EFX vs RUN
-53.7%
+47.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | +9.2% | +18.5% | -9.3% | +8.2% |
| 30D | +34.8% | +15.5% | +19.3% | +33.5% |
| 3M | +8.8% | -20.3% | +29.1% | +8.2% |
| 6M | +12.3% | -30.8% | +43.1% | +11.5% |
| YTD | -10.6% | -52.2% | +41.6% | -10.9% |
| 1Y | -6.7% | -53.9% | +47.1% | -7.1% |
| All | -6.7% | -53.7% | +47.0% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling