+214.5%
BAC vs RUN
+66.4%
+148.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.7% | +0.3% |
| 7D | +1.5% | -13.7% | +15.2% | +2.9% |
| 30D | -6.4% | +9.4% | -15.8% | -7.6% |
| 3M | -21.7% | -13.4% | -8.3% | -21.0% |
| 6M | +0.5% | -39.6% | +40.1% | +4.5% |
| YTD | -6.7% | -53.7% | +47.0% | -1.8% |
| 1Y | -4.7% | -56.2% | +51.5% | +0.7% |
| 3Y | +96.1% | -9.7% | +105.8% | +65.2% |
| 5Y | +21.7% | -85.5% | +107.2% | +22.8% |
| All | +214.5% | +66.4% | +148.1% | +80.5% |
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