+565.3%
EWT vs RUN
-32.6%
+598.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.6% |
| 7D | +2.1% | -1.8% | +3.9% | +2.3% |
| 30D | +9.4% | -10.8% | +20.2% | +10.5% |
| 3M | +10.9% | -30.2% | +41.0% | +14.3% |
| 6M | +57.9% | -22.3% | +80.3% | +60.8% |
| YTD | +75.9% | -52.2% | +128.1% | +84.9% |
| 1Y | +89.7% | -45.1% | +134.8% | +95.8% |
| 3Y | +200.9% | -37.1% | +238.0% | +177.3% |
| 5Y | +154.5% | -80.3% | +234.8% | +149.1% |
| 10Y | +520.8% | +45.2% | +475.6% | +370.9% |
| All | +565.3% | -32.6% | +598.0% | +418.0% |
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