+17.1%
EW vs RUN
-35.6%
+52.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.2% | -3.6% |
| 7D | -4.4% | +10.2% | -14.6% | -4.7% |
| 30D | -3.3% | -9.6% | +6.3% | -3.1% |
| 3M | +1.0% | -31.5% | +32.5% | +1.9% |
| 6M | +6.2% | -18.7% | +24.9% | +6.5% |
| YTD | +1.7% | -49.9% | +51.6% | +2.9% |
| 1Y | +8.1% | -45.5% | +53.6% | +8.7% |
| 3Y | +17.1% | -34.1% | +51.2% | +11.7% |
| All | +17.1% | -35.6% | +52.6% | +11.7% |
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