+1,027.6%
FIX vs RUN
-85.3%
+1,112.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +9.4% | -13.5% | +23.0% | +11.2% |
| 30D | -27.8% | +18.3% | -46.1% | -29.7% |
| 3M | -35.6% | -12.5% | -23.1% | -35.1% |
| 6M | -45.2% | -40.3% | -4.9% | -42.4% |
| YTD | +19.5% | -53.1% | +72.6% | +26.4% |
| 1Y | +24.2% | -54.3% | +78.5% | +31.7% |
| 3Y | +494.2% | -6.5% | +500.7% | +404.1% |
| All | +1,027.6% | -85.3% | +1,112.8% | +1,065.1% |
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