+51.5%
F vs RUN
-30.6%
+82.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.4% | -0.9% |
| 7D | -2.1% | +3.2% | -5.3% | -2.9% |
| 30D | +3.3% | +19.5% | -16.2% | 0.0% |
| 3M | -11.3% | -9.6% | -1.7% | -10.6% |
| 6M | +5.3% | -37.3% | +42.6% | +11.6% |
| YTD | -2.2% | -50.7% | +48.5% | +4.8% |
| 1Y | -3.5% | -54.1% | +50.5% | +4.2% |
| 3Y | +49.5% | -3.9% | +53.4% | +20.5% |
| 5Y | -13.5% | -84.4% | +70.9% | -13.2% |
| 10Y | +69.0% | +77.5% | -8.5% | +11.8% |
| All | +51.5% | -30.6% | +82.1% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling