+3.4%
EXC vs RUN
-46.2%
+49.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -0.7% | +1.3% | -1.9% | -0.6% |
| 30D | -4.6% | -15.3% | +10.6% | -5.0% |
| 3M | -2.2% | -40.0% | +37.8% | -3.5% |
| 6M | -10.6% | -27.0% | +16.4% | -11.1% |
| YTD | +1.9% | -51.7% | +53.6% | +0.4% |
| 1Y | +3.4% | -45.9% | +49.3% | +3.0% |
| All | +3.4% | -46.2% | +49.6% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling