+3,653.2%
FIX vs RUN
+102.4%
+3,550.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.3% |
| 7D | -17.5% | +33.4% | -50.9% | -20.9% |
| 30D | -41.6% | +31.1% | -72.7% | -44.0% |
| 3M | -40.6% | +6.4% | -47.0% | -41.6% |
| 6M | -49.4% | -22.2% | -27.2% | -48.3% |
| YTD | +9.2% | -45.8% | +54.9% | +14.5% |
| 1Y | +6.5% | -51.1% | +57.6% | +12.7% |
| 3Y | +448.7% | -3.0% | +451.7% | +353.1% |
| 5Y | +948.7% | -82.2% | +1,031.0% | +945.9% |
| All | +3,653.2% | +102.4% | +3,550.8% | +2,113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling