-35.9%
EFX vs RUN
-81.3%
+45.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -11.1% | -3.4% | -7.8% | -10.8% |
| 30D | -7.4% | -14.0% | +6.6% | -5.9% |
| 3M | +1.5% | -27.5% | +29.0% | +4.6% |
| 6M | -13.7% | -29.0% | +15.3% | -11.7% |
| YTD | -21.9% | -53.1% | +31.2% | -17.3% |
| 1Y | -30.8% | -46.7% | +15.9% | -28.9% |
| 3Y | -12.4% | -38.3% | +25.9% | -25.9% |
| 5Y | -35.9% | -80.7% | +44.8% | -40.0% |
| All | -35.9% | -81.3% | +45.3% | -40.0% |
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