+72.2%
F vs RUN
+94.0%
-21.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.6% | +8.7% | -0.2% |
| 7D | -0.2% | +0.3% | -0.6% | -0.5% |
| 30D | +0.9% | +14.0% | -13.1% | -1.8% |
| 3M | -11.3% | -11.8% | +0.4% | -10.1% |
| 6M | +2.0% | -40.4% | +42.4% | +9.6% |
| YTD | -3.2% | -52.7% | +49.5% | +5.0% |
| 1Y | -3.5% | -52.5% | +49.1% | +4.3% |
| 3Y | +48.1% | -7.7% | +55.8% | +16.6% |
| 5Y | -13.5% | -83.9% | +70.4% | -13.2% |
| 10Y | +72.2% | +84.9% | -12.8% | -4.8% |
| All | +72.2% | +94.0% | -21.8% | -4.8% |
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 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