+911.5%
BE vs RUN
-39.7%
+951.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.6% |
| 7D | +20.0% | +1.3% | +18.7% | +19.1% |
| 30D | +7.9% | -15.3% | +23.2% | +15.1% |
| 3M | -13.2% | -40.0% | +26.8% | +9.2% |
| 6M | +53.5% | -27.0% | +80.4% | +73.1% |
| YTD | +191.0% | -51.7% | +242.7% | +271.5% |
| 1Y | +360.5% | -45.9% | +406.4% | +453.8% |
| 3Y | +1,568.0% | -43.8% | +1,611.8% | +1,055.5% |
| 5Y | +1,055.2% | -80.5% | +1,135.7% | +1,218.9% |
| All | +911.5% | -39.7% | +951.2% | +429.8% |
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 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