+46.3%
FE vs RUN
-82.6%
+128.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | -1.0% | +33.4% | -34.4% | -2.2% |
| 30D | +4.1% | +31.1% | -27.0% | +2.9% |
| 3M | -1.0% | +6.4% | -7.4% | -1.5% |
| 6M | +4.0% | -22.2% | +26.2% | +4.5% |
| YTD | +6.8% | -45.8% | +52.6% | +8.1% |
| 1Y | +5.3% | -51.1% | +56.4% | +6.9% |
| 3Y | +44.6% | -3.0% | +47.6% | +32.6% |
| All | +46.3% | -82.6% | +128.9% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling