+81.0%
F vs RUN
+133.0%
-52.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | -0.6% | +18.1% | -18.7% | -3.5% |
| 30D | +2.9% | +27.5% | -24.6% | -1.6% |
| 3M | -9.5% | -4.5% | -5.0% | -9.4% |
| 6M | +4.0% | -33.3% | +37.4% | +9.8% |
| YTD | -1.3% | -47.1% | +45.8% | +5.2% |
| 1Y | -1.9% | -43.1% | +41.2% | +2.8% |
| 3Y | +53.5% | -3.0% | +56.5% | +20.1% |
| 5Y | -15.1% | -82.6% | +67.5% | -15.7% |
| 10Y | +81.0% | +103.3% | -22.4% | -0.4% |
| All | +81.0% | +133.0% | -52.0% | -0.4% |
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