-81.9%
RUN vs FDS
-22.6%
-59.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +18.1% | -5.0% | +23.0% | +20.3% |
| 30D | +27.5% | +13.8% | +13.7% | +20.6% |
| 3M | -4.5% | +14.8% | -19.4% | -10.8% |
| 6M | -33.3% | +47.4% | -80.7% | -46.8% |
| YTD | -47.1% | +14.2% | -61.2% | -50.9% |
| 1Y | -43.1% | +26.6% | -69.8% | -52.1% |
| 3Y | -3.0% | -24.4% | +21.4% | +15.8% |
| All | -81.9% | -22.6% | -59.3% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling