-53.9%
RUN vs FTV
+37.8%
-91.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | -0.5% |
| 7D | +18.5% | +6.6% | +11.9% | +12.9% |
| 30D | +15.5% | +19.1% | -3.6% | +1.1% |
| 3M | -20.3% | +13.1% | -33.4% | -27.5% |
| 6M | -30.8% | +14.0% | -44.8% | -38.5% |
| YTD | -52.2% | +24.2% | -76.4% | -61.0% |
| 1Y | -53.9% | +36.4% | -90.2% | -64.4% |
| All | -53.9% | +37.8% | -91.7% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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