+208.6%
B vs RUN
+94.0%
+114.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -10.6% | +4.5% | -5.3% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -3.3% | +14.0% | -17.3% | -4.5% |
| 3M | -2.5% | -11.8% | +9.2% | -1.9% |
| 6M | -7.2% | -40.4% | +33.2% | -4.1% |
| YTD | -7.4% | -52.7% | +45.3% | -3.7% |
| 1Y | +16.4% | -52.5% | +69.0% | +20.8% |
| 3Y | +178.7% | -7.7% | +186.4% | +159.1% |
| 5Y | +121.7% | -83.9% | +205.6% | +123.1% |
| 10Y | +208.6% | +84.9% | +123.7% | +191.5% |
| All | +208.6% | +94.0% | +114.6% | +191.5% |
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