-37.1%
RUN vs EFV
+88.2%
-125.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.3% |
| 7D | -3.4% | -2.0% | -1.4% | +1.0% |
| 30D | -14.0% | -0.2% | -13.8% | -13.5% |
| 3M | -27.5% | +9.1% | -36.6% | -40.1% |
| 6M | -29.0% | +11.7% | -40.7% | -44.2% |
| YTD | -53.1% | +17.0% | -70.1% | -66.5% |
| 1Y | -46.7% | +26.7% | -73.4% | -68.2% |
| All | -37.1% | +88.2% | -125.3% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling