+275.2%
FITB vs RUN
-31.9%
+307.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +0.6% | +1.3% | -0.6% | +0.4% |
| 30D | -4.7% | -15.3% | +10.5% | -3.0% |
| 3M | +6.7% | -40.0% | +46.7% | +12.7% |
| 6M | +12.6% | -27.0% | +39.5% | +15.3% |
| YTD | +19.1% | -51.7% | +70.8% | +26.6% |
| 1Y | +22.6% | -45.9% | +68.5% | +27.0% |
| 3Y | +127.1% | -43.8% | +170.9% | +102.0% |
| 5Y | +71.8% | -80.5% | +152.3% | +64.4% |
| 10Y | +287.2% | +45.3% | +241.9% | +147.1% |
| All | +275.2% | -31.9% | +307.1% | +144.1% |
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