-20.9%
RUN vs FDS
+122.6%
-143.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.1% | -5.6% |
| 7D | -13.7% | -2.6% | -11.1% | -12.5% |
| 30D | +9.4% | +14.1% | -4.7% | +1.8% |
| 3M | -13.4% | +19.8% | -33.2% | -22.5% |
| 6M | -39.6% | +55.0% | -94.5% | -55.5% |
| YTD | -53.7% | +15.9% | -69.6% | -60.1% |
| 1Y | -56.2% | +24.2% | -80.4% | -64.4% |
| 3Y | -9.7% | -24.0% | +14.3% | -1.7% |
| 5Y | -85.5% | -23.3% | -62.1% | -83.8% |
| 10Y | +66.7% | +128.0% | -61.3% | +2.3% |
| All | -20.9% | +122.6% | -143.5% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling