+32.6%
NET vs RUN
-85.1%
+117.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -2.9% |
| 7D | -16.4% | +18.5% | -34.8% | -19.9% |
| 30D | -25.8% | +15.5% | -41.4% | -28.8% |
| 3M | -11.5% | -20.3% | +8.8% | -7.8% |
| 6M | +18.9% | -30.8% | +49.7% | +26.0% |
| YTD | +35.2% | -52.2% | +87.4% | +49.7% |
| 1Y | +14.5% | -53.9% | +68.3% | +26.2% |
| 3Y | +313.8% | -18.9% | +332.7% | +133.8% |
| 5Y | +32.6% | -84.8% | +117.3% | +51.6% |
| All | +32.6% | -85.1% | +117.6% | +51.6% |
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