-19.1%
RUN vs FDS
+118.7%
-137.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.2% | -10.3% | -10.5% |
| 7D | +0.3% | -2.0% | +2.3% | +1.3% |
| 30D | +14.0% | +13.5% | +0.5% | +6.4% |
| 3M | -11.8% | +15.2% | -26.9% | -19.4% |
| 6M | -40.4% | +47.0% | -87.4% | -54.7% |
| YTD | -52.7% | +13.9% | -66.6% | -58.8% |
| 1Y | -52.5% | +25.2% | -77.7% | -61.8% |
| 3Y | -7.7% | -25.3% | +17.6% | +1.3% |
| 5Y | -83.9% | -23.3% | -60.6% | -82.0% |
| 10Y | +84.9% | +126.0% | -41.1% | +14.2% |
| All | -19.1% | +118.7% | -137.9% | -48.3% |
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 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