+322.9%
EW vs RUN
-34.8%
+357.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.5% |
| 7D | +4.9% | -13.7% | +18.6% | +6.2% |
| 30D | +24.1% | +9.4% | +14.7% | +22.8% |
| 3M | +13.7% | -13.4% | +27.1% | +14.6% |
| 6M | +32.7% | -39.6% | +72.3% | +37.3% |
| YTD | +24.1% | -53.7% | +77.8% | +29.4% |
| 1Y | +23.6% | -56.2% | +79.8% | +29.3% |
| 3Y | +64.8% | -9.7% | +74.5% | +41.0% |
| 5Y | -8.8% | -85.5% | +76.7% | -8.9% |
| 10Y | +248.8% | +66.7% | +182.0% | +147.5% |
| All | +322.9% | -34.8% | +357.6% | +205.0% |
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