+109.2%
FE vs RUN
+46.3%
+62.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -0.9% |
| 7D | +0.6% | +10.2% | -9.5% | +0.1% |
| 30D | -2.1% | -9.6% | +7.5% | -1.7% |
| 3M | +2.6% | -31.5% | +34.1% | +4.4% |
| 6M | -6.8% | -18.7% | +11.9% | -6.4% |
| YTD | +6.9% | -49.9% | +56.8% | +9.3% |
| 1Y | +11.6% | -45.5% | +57.1% | +13.0% |
| 3Y | +47.7% | -34.1% | +81.8% | +37.7% |
| 5Y | +46.2% | -79.4% | +125.6% | +42.4% |
| 10Y | +109.2% | +48.9% | +60.2% | +53.0% |
| All | +109.2% | +46.3% | +62.8% | +53.0% |
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