+123.4%
FE vs RUN
+68.6%
+54.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +1.2% | -13.5% | +14.8% | +1.9% |
| 30D | +4.5% | +18.3% | -13.8% | +3.4% |
| 3M | +1.3% | -12.5% | +13.8% | +1.8% |
| 6M | +8.7% | -40.3% | +49.0% | +10.9% |
| YTD | +9.2% | -53.1% | +62.3% | +11.8% |
| 1Y | +7.0% | -54.3% | +61.2% | +9.5% |
| 3Y | +51.4% | -6.5% | +57.9% | +37.6% |
| 5Y | +47.7% | -85.3% | +133.0% | +47.4% |
| All | +123.4% | +68.6% | +54.9% | +70.3% |
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 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