+134.5%
EWJ vs RUN
-29.4%
+163.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.6% |
| 7D | +2.9% | +10.2% | -7.3% | +2.2% |
| 30D | +1.1% | -9.6% | +10.7% | +1.7% |
| 3M | +7.1% | -31.5% | +38.6% | +9.6% |
| 6M | +16.2% | -18.7% | +34.9% | +17.2% |
| YTD | +22.0% | -49.9% | +71.9% | +26.0% |
| 1Y | +26.2% | -45.5% | +71.7% | +29.0% |
| 3Y | +73.5% | -34.1% | +107.6% | +61.7% |
| 5Y | +52.7% | -79.4% | +132.1% | +49.1% |
| 10Y | +138.5% | +48.9% | +89.5% | +89.8% |
| All | +134.5% | -29.4% | +163.9% | +89.0% |
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