+78.7%
F vs RUN
-31.9%
+110.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +5.3% | +1.3% | +4.1% | +5.1% |
| 30D | +4.6% | -15.3% | +19.8% | +7.1% |
| 3M | -3.7% | -40.0% | +36.4% | +3.3% |
| 6M | +16.8% | -27.0% | +43.8% | +21.1% |
| YTD | +15.3% | -51.7% | +67.0% | +24.7% |
| 1Y | +31.0% | -45.9% | +76.9% | +37.6% |
| 3Y | +45.4% | -43.8% | +89.2% | +28.3% |
| 5Y | +54.7% | -80.5% | +135.1% | +50.6% |
| 10Y | +98.2% | +45.3% | +53.0% | +33.5% |
| All | +78.7% | -31.9% | +110.6% | +22.4% |
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