+140.4%
FFIV vs RUN
-25.4%
+165.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.4% |
| 7D | -2.1% | +18.1% | -20.2% | -3.7% |
| 30D | -33.8% | +27.5% | -61.3% | -35.4% |
| 3M | -20.6% | -4.5% | -16.1% | -20.7% |
| 6M | -10.2% | -33.3% | +23.1% | -7.8% |
| YTD | +24.5% | -47.1% | +71.5% | +28.8% |
| 1Y | +29.3% | -43.1% | +72.4% | +32.5% |
| 3Y | +103.8% | -3.0% | +106.8% | +75.6% |
| 5Y | +40.9% | -82.6% | +123.5% | +38.6% |
| 10Y | +126.6% | +103.3% | +23.3% | +69.0% |
| All | +140.4% | -25.4% | +165.8% | +84.3% |
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