-17.9%
FN vs RUN
-50.6%
+32.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.1% | +1.7% | +5.0% |
| 7D | +8.0% | +3.2% | +4.8% | +6.6% |
| 30D | -19.1% | +19.5% | -38.6% | -23.1% |
| 3M | -29.8% | -9.6% | -20.3% | -28.7% |
| 6M | -43.2% | -37.3% | -5.9% | -37.7% |
| YTD | -18.9% | -50.7% | +31.8% | -12.7% |
| 1Y | -17.9% | -54.1% | +36.2% | -8.1% |
| All | -17.9% | -50.6% | +32.7% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling