+109.8%
FE vs RUN
+138.8%
-28.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.5% |
| 7D | 0.0% | +33.4% | -33.5% | -1.6% |
| 30D | +5.2% | +31.1% | -26.0% | +3.6% |
| 3M | 0.0% | +6.4% | -6.4% | -0.6% |
| 6M | +5.0% | -22.2% | +27.3% | +5.8% |
| YTD | +7.9% | -45.8% | +53.7% | +9.7% |
| 1Y | +6.3% | -51.1% | +57.5% | +8.4% |
| 3Y | +46.0% | -3.0% | +49.0% | +32.8% |
| 5Y | +45.6% | -82.2% | +127.9% | +43.8% |
| All | +109.8% | +138.8% | -28.9% | +57.5% |
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