-80.5%
RUN vs FIVE
+31.2%
-111.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -3.3% |
| 7D | +1.3% | +4.3% | -3.0% | -1.2% |
| 30D | -15.3% | +12.5% | -27.8% | -21.2% |
| 3M | -40.0% | +31.2% | -71.3% | -49.1% |
| 6M | -27.0% | +14.4% | -41.3% | -34.3% |
| YTD | -51.7% | +33.9% | -85.6% | -60.4% |
| 1Y | -45.9% | +65.1% | -110.9% | -61.0% |
| 3Y | -43.8% | +49.0% | -92.7% | -58.6% |
| All | -80.5% | +31.2% | -111.7% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling