-54.8%
RUN vs FIVE
+62.8%
-117.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.6% | -5.8% |
| 7D | -13.7% | +2.4% | -16.1% | -14.2% |
| 30D | +9.4% | +15.8% | -6.5% | +4.4% |
| 3M | -13.4% | +3.8% | -17.2% | -14.9% |
| 6M | -39.6% | +18.5% | -58.1% | -43.9% |
| YTD | -53.7% | +31.2% | -84.9% | -59.5% |
| All | -54.8% | +62.8% | -117.6% | -66.0% |
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