-80.3%
RUN vs FTV
+1.8%
-82.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.3% | -3.2% |
| 7D | -1.8% | -1.3% | -0.5% | -0.4% |
| 30D | -10.8% | -9.5% | -1.3% | -0.7% |
| 3M | -30.2% | -10.9% | -19.3% | -21.8% |
| 6M | -22.3% | -0.6% | -21.7% | -24.7% |
| YTD | -52.2% | +1.4% | -53.6% | -54.3% |
| 1Y | -45.1% | +17.6% | -62.7% | -56.4% |
| 3Y | -37.1% | -3.3% | -33.8% | -38.5% |
| 5Y | -80.3% | -0.1% | -80.1% | -83.0% |
| All | -80.3% | +1.8% | -82.1% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling