+271.6%
FITB vs RUN
-34.8%
+306.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.1% | -0.2% |
| 7D | +0.8% | -13.7% | +14.5% | +2.6% |
| 30D | +7.3% | +9.4% | -2.0% | +5.7% |
| 3M | -6.3% | -13.4% | +7.1% | -5.3% |
| 6M | +12.6% | -39.6% | +52.1% | +18.0% |
| YTD | +18.0% | -53.7% | +71.7% | +25.3% |
| 1Y | +28.9% | -56.2% | +85.1% | +37.5% |
| 3Y | +139.4% | -9.7% | +149.2% | +98.3% |
| 5Y | +47.2% | -85.5% | +132.7% | +47.5% |
| 10Y | +213.0% | +66.7% | +146.3% | +97.9% |
| All | +271.6% | -34.8% | +306.4% | +141.7% |
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