+40.3%
RUN vs FDS
+64.8%
-24.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | -3.7% | -14.0% | +10.3% | +4.4% |
| 30D | -13.0% | -6.2% | -6.8% | -10.6% |
| 3M | -31.8% | +10.2% | -42.0% | -37.5% |
| 6M | -32.2% | +27.4% | -59.7% | -45.6% |
| YTD | -53.5% | -9.3% | -44.2% | -53.9% |
| 1Y | -46.5% | -28.6% | -17.9% | -38.6% |
| 3Y | -37.6% | -36.8% | -0.8% | -25.0% |
| 5Y | -80.9% | -28.6% | -52.2% | -78.1% |
| All | +40.3% | +64.8% | -24.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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