+130.7%
FIX vs RUN
-49.0%
+179.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.5% |
| 7D | +6.1% | +10.2% | -4.1% | +3.7% |
| 30D | -2.7% | -9.6% | +6.9% | -0.6% |
| 3M | -10.9% | -31.5% | +20.6% | -3.8% |
| 6M | +29.0% | -18.7% | +47.7% | +34.7% |
| YTD | +76.9% | -49.9% | +126.8% | +90.2% |
| 1Y | +130.7% | -45.5% | +176.3% | +139.6% |
| All | +130.7% | -49.0% | +179.8% | +139.6% |
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