+35.8%
EQT vs RUN
-38.5%
+74.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.7% |
| 7D | -1.2% | -3.4% | +2.2% | -1.1% |
| 30D | +1.1% | -14.0% | +15.0% | +1.6% |
| 3M | +4.8% | -27.5% | +32.3% | +5.8% |
| 6M | -10.6% | -29.0% | +18.4% | -9.9% |
| YTD | +3.4% | -53.1% | +56.5% | +5.2% |
| 1Y | +8.7% | -46.7% | +55.4% | +9.6% |
| All | +35.8% | -38.5% | +74.3% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling