-45.5%
RUN vs FIVE
+65.4%
-110.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | +10.2% | +3.7% | +6.5% | +8.6% |
| 30D | -9.6% | +4.0% | -13.6% | -11.2% |
| 3M | -31.5% | +36.2% | -67.7% | -39.9% |
| 6M | -18.7% | +18.0% | -36.7% | -25.8% |
| YTD | -49.9% | +34.9% | -84.8% | -57.2% |
| 1Y | -45.5% | +67.9% | -113.4% | -59.9% |
| All | -45.5% | +65.4% | -110.9% | -59.9% |
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