+68.4%
FITB vs RUN
-80.3%
+148.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.2% |
| 7D | -0.4% | -1.8% | +1.4% | -0.2% |
| 30D | -5.1% | -10.8% | +5.7% | -4.2% |
| 3M | +3.5% | -30.2% | +33.7% | +6.5% |
| 6M | +17.2% | -22.3% | +39.5% | +18.7% |
| YTD | +17.6% | -52.2% | +69.8% | +23.5% |
| 1Y | +23.4% | -45.1% | +68.5% | +26.8% |
| 3Y | +129.7% | -37.1% | +166.8% | +104.7% |
| 5Y | +68.4% | -80.3% | +148.7% | +59.5% |
| All | +68.4% | -80.3% | +148.7% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling