+141.9%
EWJ vs RUN
+42.2%
+99.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +0.3% | -3.7% | +4.0% | +0.6% |
| 30D | +0.8% | -13.0% | +13.8% | +1.8% |
| 3M | +7.5% | -31.8% | +39.3% | +10.2% |
| 6M | +15.6% | -32.2% | +47.8% | +18.3% |
| YTD | +22.7% | -53.5% | +76.2% | +27.7% |
| 1Y | +26.4% | -46.5% | +73.0% | +29.5% |
| 3Y | +72.5% | -37.6% | +110.1% | +60.4% |
| 5Y | +52.4% | -80.9% | +133.3% | +49.7% |
| All | +141.9% | +42.2% | +99.7% | +80.5% |
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