+5,774.1%
FIX vs RUN
-31.9%
+5,806.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 3M | -15.9% | -40.0% | +24.2% | -10.7% |
| 6M | +12.7% | -27.0% | +39.7% | +16.6% |
| YTD | +72.8% | -51.7% | +124.5% | +84.3% |
| 1Y | +122.9% | -45.9% | +168.8% | +133.2% |
| 3Y | +774.3% | -43.8% | +818.1% | +698.0% |
| 5Y | +2,049.5% | -80.5% | +2,130.0% | +2,006.8% |
| 10Y | +5,821.5% | +45.3% | +5,776.2% | +4,238.1% |
| All | +5,774.1% | -31.9% | +5,806.1% | +4,227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling