-54.3%
RUN vs FLR
+8.4%
-62.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -13.5% | +5.4% | -18.9% | -15.5% |
| 30D | +18.3% | +2.8% | +15.5% | +16.1% |
| 3M | -12.5% | -6.4% | -6.1% | -10.1% |
| 6M | -40.3% | +8.8% | -49.1% | -42.3% |
| YTD | -53.1% | +23.6% | -76.7% | -61.1% |
| 1Y | -54.3% | +13.8% | -68.1% | -59.6% |
| All | -54.3% | +8.4% | -62.6% | -59.6% |
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