-2.3%
F vs RUN
-52.5%
+50.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.6% | +9.8% | +0.9% |
| 7D | +1.0% | +0.3% | +0.6% | +0.6% |
| 30D | +2.1% | +14.0% | -11.9% | -0.6% |
| 3M | -10.3% | -11.8% | +1.5% | -9.1% |
| 6M | +3.3% | -40.4% | +43.6% | +11.0% |
| YTD | -2.0% | -52.7% | +50.7% | +4.0% |
| 1Y | -2.3% | -52.5% | +50.3% | +3.1% |
| All | -2.3% | -52.5% | +50.2% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling