-53.9%
RUN vs FIVE
+63.3%
-117.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.7% | -5.4% | -0.4% |
| 7D | +18.5% | +7.5% | +11.0% | +16.3% |
| 30D | +15.5% | +16.7% | -1.2% | +10.8% |
| 3M | -20.3% | +13.4% | -33.7% | -23.4% |
| 6M | -30.8% | +9.0% | -39.8% | -33.1% |
| YTD | -52.2% | +33.8% | -86.0% | -56.3% |
| 1Y | -53.9% | +61.2% | -115.0% | -58.5% |
| All | -53.9% | +63.3% | -117.1% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling