+153.4%
EXE vs RUN
-88.9%
+242.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +5.3% | -13.5% | +18.9% | +5.9% |
| 30D | -2.2% | +18.3% | -20.5% | -3.0% |
| 3M | -5.9% | -12.5% | +6.6% | -5.6% |
| 6M | -5.7% | -40.3% | +34.6% | -4.2% |
| YTD | -17.8% | -53.1% | +35.3% | -16.4% |
| 1Y | -23.1% | -54.3% | +31.1% | -21.8% |
| 3Y | +21.2% | -6.5% | +27.7% | +10.1% |
| 5Y | +78.8% | -85.3% | +164.1% | +76.3% |
| All | +153.4% | -88.9% | +242.4% | +149.3% |
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