+211.9%
B vs RUN
+43.6%
+168.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.5% |
| 7D | +1.0% | -1.8% | +2.8% | +1.2% |
| 30D | +9.5% | -10.8% | +20.3% | +10.4% |
| 3M | +14.3% | -30.2% | +44.5% | +17.0% |
| 6M | -1.9% | -22.3% | +20.5% | -0.5% |
| YTD | +4.1% | -52.2% | +56.3% | +8.3% |
| 1Y | +56.1% | -45.1% | +101.2% | +60.4% |
| 3Y | +202.0% | -37.1% | +239.1% | +186.8% |
| 5Y | +158.8% | -80.3% | +239.1% | +156.2% |
| 10Y | +211.9% | +45.2% | +166.7% | +173.3% |
| All | +211.9% | +43.6% | +168.3% | +173.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling