-51.1%
FIS vs RUN
-53.7%
+2.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.3% | -24.9% | -23.7% |
| 7D | -18.4% | +18.5% | -36.9% | -18.7% |
| 30D | -11.4% | +15.5% | -26.9% | -11.7% |
| 3M | -32.0% | -20.3% | -11.7% | -32.0% |
| 6M | -35.6% | -30.8% | -4.8% | -35.5% |
| YTD | -53.8% | -52.2% | -1.6% | -53.3% |
| 1Y | -51.1% | -53.9% | +2.8% | -50.5% |
| All | -51.1% | -53.7% | +2.7% | -50.5% |
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