+364.4%
EWY vs RUN
-29.4%
+393.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.2% | +0.1% |
| 7D | +8.0% | +10.2% | -2.1% | +6.8% |
| 30D | +14.3% | -9.6% | +23.9% | +15.6% |
| 3M | +2.3% | -31.5% | +33.8% | +6.7% |
| 6M | +49.9% | -18.7% | +68.5% | +53.5% |
| YTD | +95.3% | -49.9% | +145.2% | +107.5% |
| 1Y | +161.7% | -45.5% | +207.2% | +173.7% |
| 3Y | +230.2% | -34.1% | +264.3% | +200.6% |
| 5Y | +148.1% | -79.4% | +227.6% | +143.2% |
| 10Y | +293.2% | +48.9% | +244.2% | +183.7% |
| All | +364.4% | -29.4% | +393.8% | +241.5% |
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 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