+2,105.4%
FIX vs RUN
-80.5%
+2,185.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | +6.0% | +1.3% | +4.8% | +5.8% |
| 30D | -7.2% | -15.3% | +8.0% | -5.6% |
| 3M | -15.9% | -40.0% | +24.2% | -10.9% |
| 6M | +12.7% | -27.0% | +39.7% | +16.5% |
| YTD | +72.8% | -51.7% | +124.5% | +83.5% |
| 1Y | +122.9% | -45.9% | +168.8% | +132.8% |
| 3Y | +774.3% | -43.8% | +818.1% | +703.9% |
| All | +2,105.4% | -80.5% | +2,185.9% | +2,111.8% |
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