-83.9%
RUN vs FDS
-22.8%
-61.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.2% | -10.3% | -10.5% |
| 7D | +0.3% | -2.0% | +2.3% | +1.1% |
| 30D | +14.0% | +13.5% | +0.5% | +8.0% |
| 3M | -11.8% | +15.2% | -26.9% | -17.7% |
| 6M | -40.4% | +47.0% | -87.4% | -52.4% |
| YTD | -52.7% | +13.9% | -66.6% | -56.1% |
| 1Y | -52.5% | +25.2% | -77.7% | -59.7% |
| 3Y | -7.7% | -25.3% | +17.6% | +11.9% |
| 5Y | -83.9% | -23.3% | -60.6% | -81.4% |
| All | -83.9% | -22.8% | -61.1% | -81.4% |
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