+200.8%
EXC vs RUN
-23.6%
+224.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.0% |
| 7D | -1.2% | +33.4% | -34.6% | -2.9% |
| 30D | +10.0% | +31.1% | -21.2% | +8.0% |
| 3M | +1.6% | +6.4% | -4.8% | +1.0% |
| 6M | +3.3% | -22.2% | +25.5% | +4.0% |
| YTD | +7.6% | -45.8% | +53.3% | +9.5% |
| 1Y | +3.5% | -51.1% | +54.6% | +5.7% |
| 3Y | +27.7% | -3.0% | +30.7% | +13.9% |
| 5Y | +41.1% | -82.2% | +123.4% | +39.5% |
| 10Y | +178.2% | +111.9% | +66.3% | +102.0% |
| All | +200.8% | -23.6% | +224.4% | +124.0% |
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 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