+3,800.0%
FIX vs RUN
+133.0%
+3,667.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.4% | +11.8% | +9.7% |
| 7D | -7.2% | +18.1% | -25.3% | -9.6% |
| 30D | -35.1% | +27.5% | -62.6% | -37.7% |
| 3M | -34.3% | -4.5% | -29.8% | -34.4% |
| 6M | -42.9% | -33.3% | -9.6% | -40.5% |
| YTD | +19.5% | -47.1% | +66.5% | +25.6% |
| 1Y | +16.8% | -43.1% | +59.9% | +21.5% |
| 3Y | +506.7% | -3.0% | +509.7% | +400.2% |
| 5Y | +1,046.7% | -82.6% | +1,129.3% | +1,046.7% |
| 10Y | +3,800.0% | +103.3% | +3,696.6% | +2,138.2% |
| All | +3,800.0% | +133.0% | +3,667.0% | +2,138.2% |
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