+84.1%
EWZ vs RUN
+46.3%
+37.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.5% |
| 7D | +5.6% | +10.2% | -4.6% | +4.4% |
| 30D | +9.3% | -9.6% | +18.9% | +10.4% |
| 3M | +15.7% | -31.5% | +47.2% | +20.1% |
| 6M | +7.4% | -18.7% | +26.1% | +8.7% |
| YTD | +22.7% | -49.9% | +72.6% | +29.3% |
| 1Y | +36.4% | -45.5% | +81.9% | +41.0% |
| 3Y | +50.4% | -34.1% | +84.5% | +31.6% |
| 5Y | +67.6% | -79.4% | +147.1% | +60.2% |
| 10Y | +84.1% | +48.9% | +35.1% | -6.2% |
| All | +84.1% | +46.3% | +37.7% | -6.2% |
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