+142.1%
FFIV vs RUN
-30.6%
+172.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.3% | +0.5% |
| 7D | -2.9% | +3.2% | -6.1% | -3.4% |
| 30D | -32.4% | +19.5% | -51.9% | -33.8% |
| 3M | -22.7% | -9.6% | -13.1% | -22.4% |
| 6M | -10.7% | -37.3% | +26.6% | -7.8% |
| YTD | +25.4% | -50.7% | +76.1% | +30.4% |
| 1Y | +34.2% | -54.1% | +88.2% | +40.2% |
| 3Y | +101.2% | -3.9% | +105.1% | +73.1% |
| 5Y | +42.0% | -84.4% | +126.3% | +41.1% |
| 10Y | +126.7% | +77.5% | +49.2% | +70.5% |
| All | +142.1% | -30.6% | +172.6% | +86.7% |
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 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