+120.7%
FE vs RUN
-31.9%
+152.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | +1.9% | +1.3% | +0.7% | +1.9% |
| 30D | -1.2% | -15.3% | +14.1% | -0.5% |
| 3M | +3.5% | -40.0% | +43.5% | +5.7% |
| 6M | -6.1% | -27.0% | +20.9% | -5.2% |
| YTD | +7.6% | -51.7% | +59.3% | +10.1% |
| 1Y | +11.9% | -45.9% | +57.8% | +13.2% |
| 3Y | +48.4% | -43.8% | +92.2% | +40.8% |
| 5Y | +44.8% | -80.5% | +125.3% | +41.5% |
| 10Y | +115.9% | +45.3% | +70.6% | +74.6% |
| All | +120.7% | -31.9% | +152.6% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling