+397.7%
BAC vs RUN
+43.6%
+354.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.9% |
| 7D | +0.6% | -1.8% | +2.4% | +0.8% |
| 30D | -1.4% | -10.8% | +9.5% | -0.3% |
| 3M | +15.7% | -30.2% | +45.9% | +19.4% |
| 6M | +32.2% | -22.3% | +54.5% | +33.9% |
| YTD | +15.8% | -52.2% | +67.9% | +22.0% |
| 1Y | +27.3% | -45.1% | +72.4% | +31.0% |
| 3Y | +137.5% | -37.1% | +174.5% | +110.7% |
| 5Y | +73.1% | -80.3% | +153.3% | +66.6% |
| 10Y | +397.7% | +45.2% | +352.5% | +204.1% |
| All | +397.7% | +43.6% | +354.2% | +204.1% |
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