+84.1%
F vs RUN
+43.6%
+40.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.6% | +0.6% | -3.2% |
| 7D | -4.9% | -1.8% | -3.1% | -4.6% |
| 30D | -2.9% | -10.8% | +8.0% | -1.1% |
| 3M | -9.1% | -30.2% | +21.1% | -4.3% |
| 6M | +12.9% | -22.3% | +35.3% | +16.1% |
| YTD | +6.1% | -52.2% | +58.2% | +15.5% |
| 1Y | +22.5% | -45.1% | +67.6% | +28.9% |
| 3Y | +32.1% | -37.1% | +69.2% | +12.0% |
| 5Y | +43.7% | -80.3% | +124.0% | +39.4% |
| 10Y | +84.1% | +45.2% | +38.9% | +5.3% |
| All | +84.1% | +43.6% | +40.6% | +5.3% |
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 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