-44.5%
FIS vs RUN
-33.9%
-10.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.1% |
| 7D | +2.8% | -13.5% | +16.3% | +3.9% |
| 30D | -16.7% | +18.3% | -35.0% | -17.9% |
| 3M | -32.3% | -12.5% | -19.8% | -31.9% |
| 6M | -29.1% | -40.3% | +11.3% | -27.0% |
| YTD | -54.1% | -53.1% | -1.0% | -52.6% |
| 1Y | -53.7% | -54.3% | +0.6% | -52.1% |
| 3Y | -38.8% | -6.5% | -32.3% | -45.7% |
| 5Y | -71.1% | -85.3% | +14.2% | -71.3% |
| 10Y | -53.1% | +68.9% | -122.0% | -65.2% |
| All | -44.5% | -33.9% | -10.6% | -57.8% |
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