+44.7%
EWZ vs RUN
-42.7%
+87.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +6.5% | +1.3% | +5.2% | +6.4% |
| 30D | +4.8% | -15.3% | +20.1% | +6.0% |
| 3M | +9.9% | -40.0% | +49.9% | +13.7% |
| 6M | +1.9% | -27.0% | +28.9% | +3.6% |
| YTD | +20.3% | -51.7% | +72.0% | +24.7% |
| 1Y | +35.6% | -45.9% | +81.5% | +38.5% |
| All | +44.7% | -42.7% | +87.4% | +34.9% |
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