-80.7%
RUN vs FND
-62.8%
-17.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -0.7% |
| 7D | -3.4% | -5.1% | +1.7% | +0.5% |
| 30D | -14.0% | -22.5% | +8.6% | +5.3% |
| 3M | -27.5% | -5.0% | -22.5% | -25.9% |
| 6M | -29.0% | -21.5% | -7.4% | -17.3% |
| YTD | -53.1% | -23.0% | -30.1% | -44.5% |
| 1Y | -46.7% | -44.9% | -1.8% | -18.1% |
| 3Y | -38.3% | -50.0% | +11.7% | +3.7% |
| 5Y | -80.7% | -63.3% | -17.4% | -60.2% |
| All | -80.7% | -62.8% | -17.9% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling