+125.6%
EW vs RUN
+43.6%
+82.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | -0.2% |
| 7D | -5.1% | -1.8% | -3.3% | -5.0% |
| 30D | -6.4% | -10.8% | +4.5% | -5.4% |
| 3M | -1.6% | -30.2% | +28.6% | +1.4% |
| 6M | +2.3% | -22.3% | +24.6% | +3.6% |
| YTD | +1.1% | -52.2% | +53.3% | +5.8% |
| 1Y | +8.0% | -45.1% | +53.1% | +10.4% |
| 3Y | +16.3% | -37.1% | +53.4% | +2.1% |
| 5Y | -29.4% | -80.3% | +50.9% | -32.1% |
| 10Y | +125.6% | +45.2% | +80.4% | +39.3% |
| All | +125.6% | +43.6% | +82.0% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling