-53.9%
RUN vs FND
-10.3%
-43.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.7% | -4.6% |
| 7D | +18.5% | +12.3% | +6.1% | +10.6% |
| 30D | +15.5% | +14.7% | +0.8% | +6.6% |
| 3M | -20.3% | -12.0% | -8.3% | -15.0% |
| 6M | -30.8% | +10.8% | -41.6% | -35.4% |
| YTD | -52.2% | -12.3% | -39.9% | -46.4% |
| 1Y | -53.9% | -13.4% | -40.5% | -48.0% |
| All | -53.9% | -10.3% | -43.6% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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