-17.5%
RUN vs FIVE
+574.9%
-592.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -2.9% |
| 7D | +1.3% | +4.3% | -3.0% | -0.9% |
| 30D | -15.3% | +12.5% | -27.8% | -20.4% |
| 3M | -40.0% | +31.2% | -71.3% | -48.0% |
| 6M | -27.0% | +14.4% | -41.3% | -33.3% |
| YTD | -51.7% | +33.9% | -85.6% | -59.2% |
| 1Y | -45.9% | +65.1% | -110.9% | -59.0% |
| 3Y | -43.8% | +49.0% | -92.7% | -58.2% |
| 5Y | -80.5% | +30.3% | -110.8% | -84.9% |
| 10Y | +45.3% | +481.1% | -435.8% | -34.6% |
| All | -17.5% | +574.9% | -592.3% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling