+212.8%
EWY vs RUN
-38.5%
+251.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -4.0% |
| 7D | +1.2% | -3.4% | +4.6% | +1.6% |
| 30D | +9.3% | -14.0% | +23.3% | +10.9% |
| 3M | +2.4% | -27.5% | +29.9% | +5.8% |
| 6M | +40.3% | -29.0% | +69.2% | +45.5% |
| YTD | +88.0% | -53.1% | +141.1% | +98.5% |
| 1Y | +143.8% | -46.7% | +190.5% | +154.3% |
| All | +212.8% | -38.5% | +251.2% | +199.5% |
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 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