+502.5%
FIX vs RUN
-8.5%
+511.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.1% | +3.3% | -2.2% |
| 7D | +17.0% | -13.7% | +30.7% | +18.6% |
| 30D | -30.6% | +9.4% | -40.0% | -31.6% |
| 3M | -35.0% | -13.4% | -21.6% | -34.5% |
| 6M | -44.0% | -39.6% | -4.4% | -41.6% |
| YTD | +21.1% | -53.7% | +74.8% | +27.0% |
| 1Y | +16.3% | -56.2% | +72.4% | +22.3% |
| All | +502.5% | -8.5% | +511.0% | +434.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling