+195.4%
FFIV vs RUN
-31.9%
+227.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.0% | +1.3% | -2.2% | -1.1% |
| 30D | -5.1% | -15.3% | +10.2% | -3.8% |
| 3M | -4.5% | -40.0% | +35.6% | -0.4% |
| 6M | +36.5% | -27.0% | +63.4% | +38.9% |
| YTD | +53.0% | -51.7% | +104.7% | +60.1% |
| 1Y | +24.2% | -45.9% | +70.1% | +27.7% |
| 3Y | +137.2% | -43.8% | +181.0% | +116.9% |
| 5Y | +91.8% | -80.5% | +172.3% | +86.1% |
| 10Y | +215.2% | +45.3% | +169.9% | +139.7% |
| All | +195.4% | -31.9% | +227.3% | +129.2% |
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