+73.3%
RUN vs FTV
+109.2%
-35.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -13.5% | +3.9% | -17.4% | -16.8% |
| 30D | +18.3% | +18.7% | -0.4% | -0.4% |
| 3M | -12.5% | +10.0% | -22.5% | -21.0% |
| 6M | -40.3% | +14.6% | -54.9% | -49.0% |
| YTD | -53.1% | +23.4% | -76.5% | -62.6% |
| 1Y | -54.3% | +31.3% | -85.6% | -65.7% |
| 3Y | -6.5% | +39.8% | -46.3% | -34.9% |
| 5Y | -85.3% | +17.7% | -103.0% | -87.6% |
| All | +73.3% | +109.2% | -35.9% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling