+948.1%
FIX vs RUN
-82.6%
+1,030.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.3% |
| 7D | -17.5% | +33.4% | -50.9% | -20.5% |
| 30D | -41.6% | +31.1% | -72.7% | -43.7% |
| 3M | -40.6% | +6.4% | -47.0% | -41.5% |
| 6M | -49.4% | -22.2% | -27.2% | -48.4% |
| YTD | +9.2% | -45.8% | +54.9% | +13.7% |
| 1Y | +6.5% | -51.1% | +57.6% | +11.8% |
| 3Y | +448.7% | -3.0% | +451.7% | +365.5% |
| All | +948.1% | -82.6% | +1,030.7% | +978.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling