+260.9%
BAC vs RUN
-33.3%
+294.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.6% | +10.8% | +1.3% |
| 7D | +2.1% | +0.3% | +1.7% | +1.8% |
| 30D | -6.7% | +14.0% | -20.7% | -8.3% |
| 3M | -20.2% | -11.8% | -8.5% | -19.7% |
| 6M | -0.2% | -40.4% | +40.2% | +3.9% |
| YTD | -6.4% | -52.7% | +46.3% | -1.8% |
| 1Y | -3.1% | -52.5% | +49.4% | +1.4% |
| 3Y | +96.7% | -7.7% | +104.5% | +67.4% |
| 5Y | +21.3% | -83.9% | +105.1% | +19.8% |
| 10Y | +237.7% | +84.9% | +152.8% | +116.7% |
| All | +260.9% | -33.3% | +294.2% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling