-29.4%
EW vs RUN
-80.3%
+50.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.2% | -3.8% |
| 7D | -4.4% | +10.2% | -14.6% | -5.1% |
| 30D | -3.3% | -9.6% | +6.3% | -2.8% |
| 3M | +1.0% | -31.5% | +32.5% | +3.2% |
| 6M | +6.2% | -18.7% | +24.9% | +6.9% |
| YTD | +1.7% | -49.9% | +51.6% | +4.7% |
| 1Y | +8.1% | -45.5% | +53.6% | +9.8% |
| 3Y | +17.1% | -34.1% | +51.2% | +5.5% |
| 5Y | -29.4% | -79.4% | +50.1% | -31.6% |
| All | -29.4% | -80.3% | +50.9% | -31.6% |
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