-40.9%
FIS vs RUN
+43.6%
-84.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.1% | -3.1% |
| 7D | -9.1% | -1.8% | -7.3% | -9.0% |
| 30D | -10.4% | -10.8% | +0.4% | -9.7% |
| 3M | -3.7% | -30.2% | +26.5% | -1.4% |
| 6M | -24.8% | -22.3% | -2.4% | -24.1% |
| YTD | -41.6% | -52.2% | +10.6% | -39.3% |
| 1Y | -42.7% | -45.1% | +2.4% | -41.6% |
| 3Y | -26.2% | -37.1% | +10.9% | -32.9% |
| 5Y | -66.1% | -80.3% | +14.1% | -67.4% |
| 10Y | -40.9% | +45.2% | -86.1% | -61.0% |
| All | -40.9% | +43.6% | -84.4% | -61.0% |
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