-79.1%
FIG vs RUN
-13.1%
-66.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.3% |
| 7D | -16.3% | +1.3% | -17.6% | -16.4% |
| 30D | -14.3% | -15.3% | +0.9% | -13.0% |
| 3M | +7.2% | -40.0% | +47.2% | +11.9% |
| 6M | -18.6% | -27.0% | +8.3% | -17.1% |
| YTD | -35.5% | -51.7% | +16.2% | -31.7% |
| 1Y | -55.8% | -45.9% | -9.9% | -52.7% |
| All | -79.1% | -13.1% | -66.0% | -76.9% |
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 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