-17.5%
RUN vs FLR
+32.2%
-49.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | +1.3% | +5.4% | -4.2% | -0.5% |
| 30D | -15.3% | +11.4% | -26.6% | -18.3% |
| 3M | -40.0% | +11.4% | -51.4% | -42.1% |
| 6M | -27.0% | +16.6% | -43.6% | -31.3% |
| YTD | -51.7% | +41.7% | -93.4% | -57.4% |
| 1Y | -45.9% | +35.4% | -81.3% | -51.6% |
| 3Y | -43.8% | +57.3% | -101.1% | -52.7% |
| 5Y | -80.5% | +241.0% | -321.5% | -86.5% |
| 10Y | +45.3% | +16.6% | +28.6% | +15.3% |
| All | -17.5% | +32.2% | -49.6% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling