+50.0%
FANG vs RUN
-39.0%
+88.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +2.9% | -3.7% | +6.6% | +3.0% |
| 30D | +2.6% | -13.0% | +15.6% | +3.0% |
| 3M | +7.6% | -31.8% | +39.4% | +8.6% |
| 6M | +17.3% | -32.2% | +49.5% | +18.0% |
| YTD | +38.7% | -53.5% | +92.2% | +40.8% |
| 1Y | +51.6% | -46.5% | +98.2% | +52.3% |
| 3Y | +50.0% | -37.6% | +87.6% | +43.3% |
| All | +50.0% | -39.0% | +88.9% | +43.3% |
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