-7.7%
RUN vs FDS
-24.9%
+17.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.2% | -10.3% | -10.6% |
| 7D | +0.3% | -2.0% | +2.3% | +0.4% |
| 30D | +14.0% | +13.5% | +0.5% | +13.4% |
| 3M | -11.8% | +15.2% | -26.9% | -12.2% |
| 6M | -40.4% | +47.0% | -87.4% | -41.3% |
| YTD | -52.7% | +13.9% | -66.6% | -52.1% |
| 1Y | -52.5% | +25.2% | -77.7% | -52.7% |
| 3Y | -7.7% | -25.3% | +17.6% | -0.1% |
| All | -7.7% | -24.9% | +17.2% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling