-54.3%
RUN vs FDS
+25.7%
-79.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -13.5% | +1.5% | -15.0% | -13.5% |
| 30D | +18.3% | +14.8% | +3.5% | +18.5% |
| 3M | -12.5% | +16.3% | -28.8% | -12.2% |
| 6M | -40.3% | +66.2% | -106.6% | -39.5% |
| YTD | -53.1% | +16.2% | -69.3% | -52.4% |
| 1Y | -54.3% | +21.8% | -76.1% | -52.8% |
| All | -54.3% | +25.7% | -79.9% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling