+46.0%
F vs RUN
-42.7%
+88.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +5.3% | +1.3% | +4.1% | +5.2% |
| 30D | +4.6% | -15.3% | +19.8% | +6.5% |
| 3M | -3.7% | -40.0% | +36.4% | +1.6% |
| 6M | +16.8% | -27.0% | +43.8% | +20.3% |
| YTD | +15.3% | -51.7% | +67.0% | +22.3% |
| 1Y | +31.0% | -45.9% | +76.9% | +36.2% |
| All | +46.0% | -42.7% | +88.7% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling