+142.7%
FFIV vs RUN
-35.6%
+178.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.4% |
| 7D | -1.5% | +10.2% | -11.7% | -2.0% |
| 30D | -2.7% | -9.6% | +7.0% | -2.3% |
| 3M | -1.7% | -31.5% | +29.8% | -0.2% |
| 6M | +36.1% | -18.7% | +54.8% | +36.7% |
| YTD | +52.6% | -49.9% | +102.5% | +56.1% |
| 1Y | +21.5% | -45.5% | +67.0% | +23.7% |
| 3Y | +142.7% | -34.1% | +176.8% | +127.7% |
| All | +142.7% | -35.6% | +178.2% | +127.7% |
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 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