-80.8%
FIG vs RUN
-15.6%
-65.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | -12.2% | -3.4% | -8.9% | -12.0% |
| 30D | -11.0% | -14.0% | +3.0% | -9.8% |
| 3M | +11.9% | -27.5% | +39.4% | +14.7% |
| 6M | -21.9% | -29.0% | +7.1% | -20.3% |
| YTD | -40.8% | -53.1% | +12.3% | -37.1% |
| 1Y | -56.6% | -46.7% | -9.9% | -53.5% |
| All | -80.8% | -15.6% | -65.2% | -78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling