-80.3%
RUN vs EFV
+94.7%
-175.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -2.9% |
| 7D | -1.8% | -0.5% | -1.3% | -0.9% |
| 30D | -10.8% | 0.0% | -10.9% | -10.8% |
| 3M | -30.2% | +8.4% | -38.6% | -39.7% |
| 6M | -22.3% | +12.3% | -34.7% | -36.9% |
| YTD | -52.2% | +17.4% | -69.6% | -63.8% |
| 1Y | -45.1% | +27.1% | -72.2% | -64.0% |
| 3Y | -37.1% | +90.7% | -127.8% | -78.9% |
| All | -80.3% | +94.7% | -175.0% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling