+259.3%
EW vs RUN
-31.9%
+291.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +1.0% | -15.3% | +16.3% | +2.4% |
| 3M | +2.8% | -40.0% | +42.8% | +7.0% |
| 6M | +5.5% | -27.0% | +32.4% | +7.4% |
| YTD | +5.5% | -51.7% | +57.1% | +10.0% |
| 1Y | +11.0% | -45.9% | +56.9% | +13.5% |
| 3Y | +17.7% | -43.8% | +61.5% | +6.6% |
| 5Y | -25.7% | -80.5% | +54.7% | -28.3% |
| 10Y | +132.8% | +45.3% | +87.5% | +66.5% |
| All | +259.3% | -31.9% | +291.2% | +159.2% |
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