-3.0%
RUN vs FIVE
+34.8%
-37.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +33.4% | -0.3% | +33.7% | +33.0% |
| 30D | +31.1% | +17.7% | +13.5% | +21.2% |
| 3M | +6.4% | +4.0% | +2.4% | +3.3% |
| 6M | -22.2% | +2.6% | -24.8% | -25.2% |
| YTD | -45.8% | +27.6% | -73.3% | -53.1% |
| 1Y | -51.1% | +59.9% | -111.1% | -62.2% |
| 3Y | -3.0% | +35.8% | -38.8% | -26.0% |
| All | -3.0% | +34.8% | -37.9% | -26.0% |
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 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