+120.9%
FE vs RUN
+94.0%
+26.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.7% | +12.8% | +0.8% |
| 7D | -0.5% | +0.3% | -0.9% | -0.6% |
| 30D | +4.3% | +14.0% | -9.7% | +3.4% |
| 3M | +0.4% | -11.8% | +12.1% | +0.8% |
| 6M | +6.9% | -40.4% | +47.3% | +9.2% |
| YTD | +8.0% | -52.7% | +60.7% | +10.5% |
| 1Y | +4.8% | -52.5% | +57.4% | +7.1% |
| 3Y | +49.0% | -7.7% | +56.7% | +35.6% |
| 5Y | +46.2% | -83.9% | +130.1% | +44.9% |
| 10Y | +120.9% | +84.9% | +35.9% | +69.5% |
| All | +120.9% | +94.0% | +26.9% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling