-15.8%
F vs RUN
-82.6%
+66.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +1.6% | +33.4% | -31.9% | -3.0% |
| 30D | +2.6% | +31.1% | -28.5% | -1.9% |
| 3M | -8.8% | +6.4% | -15.2% | -10.2% |
| 6M | +4.6% | -22.2% | +26.8% | +7.5% |
| YTD | -1.9% | -45.8% | +43.9% | +3.7% |
| 1Y | -0.8% | -51.1% | +50.4% | +5.8% |
| 3Y | +43.5% | -3.0% | +46.5% | +12.0% |
| All | -15.8% | -82.6% | +66.7% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling