-56.6%
FIG vs RUN
-46.7%
-9.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | -12.2% | -3.4% | -8.9% | -11.8% |
| 30D | -11.0% | -14.0% | +3.0% | -9.0% |
| 3M | +11.9% | -27.5% | +39.4% | +16.9% |
| 6M | -21.9% | -29.0% | +7.1% | -19.3% |
| YTD | -40.8% | -53.1% | +12.3% | -34.5% |
| 1Y | -56.6% | -46.7% | -9.9% | -50.1% |
| All | -56.6% | -46.7% | -9.9% | -50.1% |
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