+101.4%
EXE vs RUN
-80.3%
+181.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.4% |
| 7D | -2.7% | -1.8% | -0.9% | -2.7% |
| 30D | -0.4% | -10.8% | +10.5% | 0.0% |
| 3M | +9.5% | -30.2% | +39.6% | +10.8% |
| 6M | -9.3% | -22.3% | +13.0% | -8.9% |
| YTD | -10.9% | -52.2% | +41.3% | -9.2% |
| 1Y | +4.3% | -45.1% | +49.4% | +5.2% |
| 3Y | +18.8% | -37.1% | +55.9% | +10.5% |
| 5Y | +101.4% | -80.3% | +181.7% | +101.8% |
| All | +101.4% | -80.3% | +181.7% | +101.8% |
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 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