+303.5%
EWY vs RUN
+42.2%
+261.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.1% | +3.4% |
| 7D | -0.1% | -3.7% | +3.6% | +0.4% |
| 30D | +7.3% | -13.0% | +20.3% | +9.1% |
| 3M | -5.1% | -31.8% | +26.7% | -0.7% |
| 6M | +42.1% | -32.2% | +74.3% | +49.0% |
| YTD | +94.1% | -53.5% | +147.6% | +109.0% |
| 1Y | +147.8% | -46.5% | +194.4% | +160.8% |
| 3Y | +222.9% | -37.6% | +260.5% | +192.6% |
| 5Y | +150.6% | -80.9% | +231.5% | +147.9% |
| All | +303.5% | +42.2% | +261.3% | +155.4% |
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