-33.7%
BE vs RUN
-39.4%
+5.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.6% |
| 7D | +10.8% | -13.5% | +24.4% | +18.6% |
| 30D | -19.8% | +18.3% | -38.1% | -30.7% |
| 3M | -18.7% | -12.5% | -6.2% | -12.6% |
| 6M | -33.7% | -40.3% | +6.6% | -3.8% |
| All | -33.7% | -39.4% | +5.7% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling