-80.9%
FIG vs RUN
-14.0%
-67.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.8% |
| 7D | -14.5% | -1.8% | -12.7% | -14.3% |
| 30D | -13.3% | -10.8% | -2.5% | -12.5% |
| 3M | +7.4% | -30.2% | +37.6% | +10.6% |
| 6M | -27.8% | -22.3% | -5.5% | -27.0% |
| YTD | -41.1% | -52.2% | +11.1% | -37.6% |
| 1Y | -58.7% | -45.1% | -13.6% | -55.8% |
| All | -80.9% | -14.0% | -67.0% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling