-23.6%
FIS vs RUN
-35.6%
+12.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.7% | -9.6% | -6.1% |
| 7D | -3.5% | +10.2% | -13.6% | -3.9% |
| 30D | -7.8% | -9.6% | +1.8% | -7.5% |
| 3M | +0.8% | -31.5% | +32.3% | +2.3% |
| 6M | -21.9% | -18.7% | -3.2% | -21.7% |
| YTD | -39.5% | -49.9% | +10.4% | -38.2% |
| 1Y | -41.0% | -45.5% | +4.5% | -40.2% |
| 3Y | -23.6% | -34.1% | +10.5% | -30.5% |
| All | -23.6% | -35.6% | +12.0% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling