+242.8%
FFIV vs RUN
+43.6%
+199.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.6% | +8.4% | +4.3% |
| 7D | +3.5% | -1.8% | +5.3% | +3.6% |
| 30D | -1.3% | -10.8% | +9.5% | -0.3% |
| 3M | +2.4% | -30.2% | +32.5% | +5.5% |
| 6M | +41.8% | -22.3% | +64.1% | +43.5% |
| YTD | +58.5% | -52.2% | +110.7% | +66.6% |
| 1Y | +24.3% | -45.1% | +69.4% | +28.0% |
| 3Y | +152.0% | -37.1% | +189.1% | +124.3% |
| 5Y | +99.1% | -80.3% | +179.4% | +92.7% |
| 10Y | +242.8% | +45.2% | +197.5% | +141.0% |
| All | +242.8% | +43.6% | +199.2% | +141.0% |
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