+72.9%
BAC vs RUN
-80.3%
+153.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.7% |
| 7D | +1.2% | +10.2% | -9.0% | +0.4% |
| 30D | -0.7% | -9.6% | +8.9% | -0.1% |
| 3M | +16.9% | -31.5% | +48.4% | +19.8% |
| 6M | +29.6% | -18.7% | +48.3% | +30.4% |
| YTD | +15.3% | -49.9% | +65.1% | +19.4% |
| 1Y | +28.8% | -45.5% | +74.3% | +31.9% |
| 3Y | +136.4% | -34.1% | +170.5% | +114.1% |
| 5Y | +72.9% | -79.4% | +152.4% | +65.3% |
| All | +72.9% | -80.3% | +153.2% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling