+67.3%
F vs RUN
+68.6%
-1.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -3.1% | -13.5% | +10.4% | -0.9% |
| 30D | 0.0% | +18.3% | -18.3% | -3.2% |
| 3M | -13.2% | -12.5% | -0.7% | -12.0% |
| 6M | -10.2% | -40.3% | +30.1% | -3.7% |
| YTD | -4.9% | -53.1% | +48.2% | +3.2% |
| 1Y | -6.1% | -54.3% | +48.2% | +2.0% |
| 3Y | +46.0% | -6.5% | +52.5% | +14.5% |
| 5Y | -15.7% | -85.3% | +69.6% | -14.0% |
| All | +67.3% | +68.6% | -1.2% | -5.5% |
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