+1,227.8%
BE vs RUN
-80.3%
+1,308.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -1.0% |
| 7D | +23.9% | -1.8% | +25.7% | +24.9% |
| 30D | +27.8% | -10.8% | +38.7% | +33.5% |
| 3M | +3.7% | -30.2% | +33.9% | +20.0% |
| 6M | +78.0% | -22.3% | +100.3% | +93.5% |
| YTD | +209.9% | -52.2% | +262.1% | +287.9% |
| 1Y | +389.6% | -45.1% | +434.7% | +478.9% |
| 3Y | +1,730.6% | -37.1% | +1,767.7% | +1,162.1% |
| 5Y | +1,227.8% | -80.3% | +1,308.1% | +1,650.0% |
| All | +1,227.8% | -80.3% | +1,308.1% | +1,650.0% |
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