+50.3%
EWZ vs RUN
+133.0%
-82.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.2% |
| 7D | +1.4% | +18.1% | -16.7% | -0.7% |
| 30D | -25.1% | +27.5% | -52.6% | -27.4% |
| 3M | -7.7% | -4.5% | -3.2% | -7.7% |
| 6M | -15.8% | -33.3% | +17.5% | -12.9% |
| YTD | +3.6% | -47.1% | +50.7% | +8.1% |
| 1Y | +5.5% | -43.1% | +48.6% | +8.8% |
| 3Y | +22.1% | -3.0% | +25.1% | +1.7% |
| 5Y | +58.3% | -82.6% | +141.0% | +57.7% |
| 10Y | +50.3% | +103.3% | -53.1% | -23.7% |
| All | +50.3% | +133.0% | -82.7% | -23.7% |
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