+40.3%
RUN vs EFV
+169.9%
-129.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -2.5% |
| 7D | -3.7% | -0.8% | -2.9% | -2.5% |
| 30D | -13.0% | +0.6% | -13.6% | -13.8% |
| 3M | -31.8% | +7.5% | -39.3% | -39.2% |
| 6M | -32.2% | +13.0% | -45.3% | -43.6% |
| YTD | -53.5% | +18.3% | -71.8% | -63.6% |
| 1Y | -46.5% | +26.7% | -73.3% | -62.3% |
| 3Y | -37.6% | +89.6% | -127.2% | -74.6% |
| 5Y | -80.9% | +98.2% | -179.1% | -92.5% |
| All | +40.3% | +169.9% | -129.6% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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