+121.0%
FE vs RUN
+66.4%
+54.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +0.3% |
| 7D | -0.3% | -13.7% | +13.4% | +0.4% |
| 30D | +3.9% | +9.4% | -5.5% | +3.2% |
| 3M | -0.1% | -13.4% | +13.3% | +0.4% |
| 6M | +6.1% | -39.6% | +45.7% | +8.2% |
| YTD | +8.1% | -53.7% | +61.8% | +10.7% |
| 1Y | +4.4% | -56.2% | +60.6% | +7.1% |
| 3Y | +49.0% | -9.7% | +58.8% | +35.7% |
| 5Y | +46.1% | -85.5% | +131.6% | +45.9% |
| All | +121.0% | +66.4% | +54.6% | +68.6% |
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