+14.4%
FIX vs RUN
-53.7%
+68.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.3% | -16.3% | -15.3% |
| 7D | -18.9% | +18.5% | -37.4% | -21.4% |
| 30D | -36.3% | +15.5% | -51.8% | -38.1% |
| 3M | -38.5% | -20.3% | -18.2% | -36.0% |
| 6M | -42.3% | -30.8% | -11.5% | -38.5% |
| YTD | +17.1% | -52.2% | +69.3% | +25.0% |
| 1Y | +14.4% | -53.9% | +68.3% | +21.6% |
| All | +14.4% | -53.7% | +68.1% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling