-17.5%
RUN vs EFV
+141.0%
-158.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.3% | +1.5% | -0.2% | -0.9% |
| 30D | -15.3% | +1.7% | -17.0% | -17.2% |
| 3M | -40.0% | +8.6% | -48.7% | -46.6% |
| 6M | -27.0% | +11.7% | -38.6% | -37.1% |
| YTD | -51.7% | +19.3% | -71.0% | -61.8% |
| 1Y | -45.9% | +30.2% | -76.1% | -62.2% |
| 3Y | -43.8% | +91.6% | -135.3% | -75.5% |
| 5Y | -80.5% | +96.4% | -176.9% | -91.6% |
| 10Y | +45.3% | +166.5% | -121.2% | -54.4% |
| All | -17.5% | +141.0% | -158.4% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling