-19.9%
RUN vs BTG
+544.7%
-564.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.1% |
| 7D | -3.4% | -5.8% | +2.4% | -2.0% |
| 30D | -14.0% | +5.7% | -19.7% | -15.3% |
| 3M | -27.5% | +38.1% | -65.6% | -33.7% |
| 6M | -29.0% | +0.3% | -29.3% | -29.8% |
| YTD | -53.1% | +19.9% | -73.0% | -55.6% |
| 1Y | -46.7% | +24.6% | -71.3% | -50.3% |
| 3Y | -38.3% | +96.6% | -134.9% | -49.1% |
| 5Y | -80.7% | +77.7% | -158.4% | -83.9% |
| 10Y | +42.4% | +150.7% | -108.3% | +12.5% |
| All | -19.9% | +544.7% | -564.6% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling