-6.5%
RUN vs FIVE
+40.0%
-46.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -13.5% | +2.7% | -16.2% | -14.6% |
| 30D | +18.3% | +12.7% | +5.6% | +11.5% |
| 3M | -12.5% | +2.1% | -14.5% | -14.4% |
| 6M | -40.3% | +17.5% | -57.8% | -45.9% |
| YTD | -53.1% | +31.0% | -84.1% | -60.0% |
| 1Y | -54.3% | +67.7% | -122.0% | -65.3% |
| 3Y | -6.5% | +43.4% | -49.9% | -32.9% |
| All | -6.5% | +40.0% | -46.5% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling