+1,784.6%
BE vs RUN
-35.6%
+1,820.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.7% | +5.9% | +8.6% |
| 7D | +29.8% | +10.2% | +19.6% | +26.2% |
| 30D | +26.4% | -9.6% | +36.0% | +30.0% |
| 3M | +9.3% | -31.5% | +40.8% | +22.0% |
| 6M | +105.1% | -18.7% | +123.8% | +116.1% |
| YTD | +219.0% | -49.9% | +268.9% | +271.7% |
| 1Y | +418.8% | -45.5% | +464.3% | +492.7% |
| 3Y | +1,784.6% | -34.1% | +1,818.7% | +1,457.7% |
| All | +1,784.6% | -35.6% | +1,820.1% | +1,457.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling