+41.5%
RUN vs FTV
+80.1%
-38.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | +0.3% |
| 7D | -3.4% | -5.2% | +1.8% | +1.7% |
| 30D | -14.0% | -11.5% | -2.4% | -3.5% |
| 3M | -27.5% | -9.0% | -18.4% | -21.7% |
| 6M | -29.0% | -2.0% | -26.9% | -29.4% |
| YTD | -53.1% | -0.9% | -52.2% | -53.4% |
| 1Y | -46.7% | +14.8% | -61.5% | -54.3% |
| 3Y | -38.3% | -5.5% | -32.8% | -36.4% |
| 5Y | -80.7% | -1.9% | -78.8% | -80.4% |
| All | +41.5% | +80.1% | -38.7% | +5.4% |
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