+66.8%
RUN vs FND
+66.0%
+0.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -1.5% |
| 7D | +1.3% | -5.2% | +6.5% | +4.6% |
| 30D | -15.3% | -19.9% | +4.6% | -2.2% |
| 3M | -40.0% | +2.7% | -42.7% | -41.9% |
| 6M | -27.0% | -21.7% | -5.3% | -17.0% |
| YTD | -51.7% | -17.5% | -34.2% | -46.7% |
| 1Y | -45.9% | -39.3% | -6.6% | -28.5% |
| 3Y | -43.8% | -49.8% | +6.0% | -13.7% |
| 5Y | -80.5% | -60.1% | -20.4% | -66.7% |
| All | +66.8% | +66.0% | +0.7% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling