+47.6%
EXC vs RUN
-80.5%
+128.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.1% |
| 7D | +0.3% | +1.3% | -1.0% | +0.2% |
| 30D | -3.7% | -15.3% | +11.5% | -3.3% |
| 3M | -1.3% | -40.0% | +38.7% | 0.0% |
| 6M | -9.7% | -27.0% | +17.2% | -9.2% |
| YTD | +2.9% | -51.7% | +54.6% | +4.3% |
| 1Y | +4.4% | -45.9% | +50.3% | +5.0% |
| 3Y | +22.2% | -43.8% | +66.0% | +16.8% |
| All | +47.6% | -80.5% | +128.1% | +45.2% |
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