-53.9%
RUN vs FLR
+2.5%
-56.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +18.5% | +1.4% | +17.1% | +17.8% |
| 30D | +15.5% | -5.9% | +21.4% | +18.5% |
| 3M | -20.3% | -7.6% | -12.7% | -17.7% |
| 6M | -30.8% | -9.3% | -21.5% | -29.0% |
| YTD | -52.2% | +20.1% | -72.4% | -57.7% |
| 1Y | -53.9% | +3.0% | -56.9% | -56.7% |
| All | -53.9% | +2.5% | -56.4% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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