-58.8%
FICO vs RUN
-46.9%
-11.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.7% |
| 7D | -0.1% | +18.1% | -18.1% | -0.2% |
| 30D | +8.4% | +27.5% | -19.1% | +8.1% |
| 3M | -30.5% | -4.5% | -26.0% | -30.9% |
| 6M | -35.7% | -33.3% | -2.4% | -36.2% |
| YTD | -57.2% | -47.1% | -10.1% | -57.3% |
| All | -58.8% | -46.9% | -11.9% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling