-1.6%
F vs RUN
-46.9%
+45.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.9% |
| YTD | -1.3% | -47.1% | +45.8% | +3.0% |
| All | -1.6% | -46.9% | +45.3% | +2.2% |
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