+57.8%
EWZ vs RUN
-82.6%
+140.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -1.5% | +33.4% | -34.9% | -3.8% |
| 30D | -24.5% | +31.1% | -55.7% | -26.2% |
| 3M | -10.7% | +6.4% | -17.1% | -11.4% |
| 6M | -19.1% | -22.2% | +3.1% | -18.2% |
| YTD | +1.6% | -45.8% | +47.4% | +4.2% |
| 1Y | +4.3% | -51.1% | +55.4% | +7.4% |
| 3Y | +19.0% | -3.0% | +22.0% | +6.9% |
| All | +57.8% | -82.6% | +140.4% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling