+1.2%
EWZ vs RUN
-50.6%
+51.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.5% |
| 7D | +0.6% | +3.2% | -2.6% | +0.1% |
| 30D | -25.5% | +19.5% | -45.0% | -27.0% |
| 3M | -4.5% | -9.6% | +5.0% | -4.2% |
| 6M | -15.3% | -37.3% | +22.0% | -12.5% |
| YTD | +3.1% | -50.7% | +53.8% | +5.2% |
| 1Y | +1.2% | -54.1% | +55.3% | +4.7% |
| All | +1.2% | -50.6% | +51.8% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling