+102.6%
EFX vs RUN
-33.9%
+136.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -0.8% | -13.5% | +12.8% | +0.7% |
| 30D | +25.1% | +18.3% | +6.8% | +22.6% |
| 3M | +1.7% | -12.5% | +14.1% | +2.6% |
| 6M | +18.4% | -40.3% | +58.7% | +23.6% |
| YTD | -12.5% | -53.1% | +40.6% | -8.1% |
| 1Y | -8.1% | -54.3% | +46.2% | -3.4% |
| 3Y | +4.8% | -6.5% | +11.3% | -12.1% |
| 5Y | -30.1% | -85.3% | +55.2% | -31.3% |
| 10Y | +81.5% | +68.9% | +12.6% | +34.4% |
| All | +102.6% | -33.9% | +136.6% | +53.5% |
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