+48.9%
RUN vs FIVE
+475.1%
-426.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | +10.2% | +3.7% | +6.5% | +8.0% |
| 30D | -9.6% | +4.0% | -13.6% | -11.8% |
| 3M | -31.5% | +36.2% | -67.7% | -42.1% |
| 6M | -18.7% | +18.0% | -36.7% | -27.2% |
| YTD | -49.9% | +34.9% | -84.8% | -58.2% |
| 1Y | -45.5% | +67.9% | -113.4% | -59.5% |
| 3Y | -34.1% | +57.3% | -91.4% | -52.9% |
| 5Y | -79.4% | +39.5% | -119.0% | -84.7% |
| 10Y | +48.9% | +496.4% | -447.5% | -35.1% |
| All | +48.9% | +475.1% | -426.1% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling