-79.4%
RUN vs FDS
-20.4%
-59.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.3% | +8.0% | +5.5% |
| 7D | +10.2% | -5.4% | +15.5% | +12.6% |
| 30D | -9.6% | +1.6% | -11.2% | -10.7% |
| 3M | -31.5% | +17.7% | -49.2% | -37.7% |
| 6M | -18.7% | +29.1% | -47.8% | -31.8% |
| YTD | -49.9% | +1.0% | -50.9% | -50.9% |
| 1Y | -45.5% | -21.6% | -23.9% | -35.7% |
| 3Y | -34.1% | -30.1% | -4.0% | -21.5% |
| 5Y | -79.4% | -20.7% | -58.7% | -72.7% |
| All | -79.4% | -20.4% | -59.0% | -72.7% |
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