+131.1%
FITB vs RUN
-35.6%
+166.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.0% |
| 7D | +2.8% | +10.2% | -7.3% | +2.0% |
| 30D | -4.5% | -9.6% | +5.1% | -3.8% |
| 3M | +5.7% | -31.5% | +37.2% | +8.5% |
| 6M | +17.1% | -18.7% | +35.8% | +18.0% |
| YTD | +18.3% | -49.9% | +68.2% | +23.0% |
| 1Y | +23.9% | -45.5% | +69.4% | +27.1% |
| 3Y | +131.1% | -34.1% | +165.2% | +95.4% |
| All | +131.1% | -35.6% | +166.7% | +95.4% |
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 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