+29.4%
FFIV vs RUN
-55.1%
+84.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | -0.5% | -13.5% | +13.0% | +0.3% |
| 30D | -32.4% | +18.3% | -50.7% | -33.4% |
| 3M | -25.7% | -12.5% | -13.2% | -25.3% |
| 6M | -13.5% | -40.3% | +26.8% | -11.0% |
| YTD | +21.1% | -53.1% | +74.2% | +26.8% |
| 1Y | +29.4% | -54.3% | +83.7% | +35.7% |
| All | +29.4% | -55.1% | +84.5% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling