+132.4%
EWZ vs RUN
-31.9%
+164.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +6.5% | +1.3% | +5.2% | +6.3% |
| 30D | +4.8% | -15.3% | +20.1% | +6.5% |
| 3M | +9.9% | -40.0% | +49.9% | +15.5% |
| 6M | +1.9% | -27.0% | +28.9% | +4.3% |
| YTD | +20.3% | -51.7% | +72.0% | +27.0% |
| 1Y | +35.6% | -45.9% | +81.5% | +39.9% |
| 3Y | +43.4% | -43.8% | +87.2% | +29.8% |
| 5Y | +55.9% | -80.5% | +136.4% | +50.2% |
| 10Y | +84.2% | +45.3% | +38.9% | +16.9% |
| All | +132.4% | -31.9% | +164.3% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling