+40.3%
RUN vs BTG
+159.3%
-119.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -3.7% | -3.8% | 0.0% | -2.7% |
| 30D | -13.0% | +3.6% | -16.6% | -14.1% |
| 3M | -31.8% | +32.0% | -63.8% | -38.0% |
| 6M | -32.2% | +3.4% | -35.6% | -33.8% |
| YTD | -53.5% | +20.8% | -74.3% | -56.6% |
| 1Y | -46.5% | +22.4% | -68.9% | -50.8% |
| 3Y | -37.6% | +91.7% | -129.3% | -50.8% |
| 5Y | -80.9% | +79.0% | -159.8% | -84.9% |
| All | +40.3% | +159.3% | -119.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling