+103.8%
FFIV vs RUN
-8.5%
+112.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.3% |
| 7D | -2.1% | +18.1% | -20.2% | -2.9% |
| 30D | -33.8% | +27.5% | -61.3% | -34.6% |
| 3M | -20.6% | -4.5% | -16.1% | -20.6% |
| 6M | -10.2% | -33.3% | +23.1% | -9.0% |
| YTD | +24.5% | -47.1% | +71.5% | +26.7% |
| 1Y | +29.3% | -43.1% | +72.4% | +31.1% |
| 3Y | +103.8% | -3.0% | +106.8% | +88.9% |
| All | +103.8% | -8.5% | +112.2% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling