+175.5%
EXE vs RUN
-88.9%
+264.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.3% |
| 7D | -2.2% | -3.4% | +1.2% | -2.1% |
| 30D | -0.8% | -14.0% | +13.2% | -0.3% |
| 3M | +10.0% | -27.5% | +37.5% | +11.2% |
| 6M | -6.3% | -29.0% | +22.6% | -5.5% |
| YTD | -10.7% | -53.1% | +42.4% | -8.9% |
| 1Y | +2.7% | -46.7% | +49.4% | +3.7% |
| 3Y | +19.1% | -38.3% | +57.4% | +11.5% |
| 5Y | +105.4% | -80.7% | +186.1% | +100.9% |
| All | +175.5% | -88.9% | +264.4% | +171.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling