-52.0%
FIS vs RUN
+74.1%
-126.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +6.4% |
| 7D | +1.5% | +3.2% | -1.7% | +1.2% |
| 30D | -11.8% | +19.5% | -31.3% | -13.3% |
| 3M | -28.5% | -9.6% | -19.0% | -28.3% |
| 6M | -27.0% | -37.3% | +10.3% | -25.0% |
| YTD | -53.1% | -50.7% | -2.4% | -51.6% |
| 1Y | -52.8% | -54.1% | +1.3% | -51.0% |
| 3Y | -37.5% | -3.9% | -33.6% | -45.5% |
| 5Y | -71.1% | -84.4% | +13.3% | -71.2% |
| 10Y | -52.0% | +77.5% | -129.5% | -69.4% |
| All | -52.0% | +74.1% | -126.1% | -69.4% |
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