+72.5%
EWJ vs RUN
-39.0%
+111.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | +0.3% | -3.7% | +4.0% | +0.5% |
| 30D | +0.8% | -13.0% | +13.8% | +1.5% |
| 3M | +7.5% | -31.8% | +39.3% | +9.5% |
| 6M | +15.6% | -32.2% | +47.8% | +17.6% |
| YTD | +22.7% | -53.5% | +76.2% | +26.1% |
| 1Y | +26.4% | -46.5% | +73.0% | +28.7% |
| 3Y | +72.5% | -37.6% | +110.1% | +65.0% |
| All | +72.5% | -39.0% | +111.5% | +65.0% |
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 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