+67.9%
RUN vs FTV
+127.6%
-59.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -13.5% | +3.9% | -17.4% | -16.7% |
| 30D | +18.3% | +18.7% | -0.4% | +0.1% |
| 3M | -12.5% | +10.0% | -22.5% | -20.7% |
| 6M | -40.3% | +14.6% | -54.9% | -48.8% |
| YTD | -53.1% | +23.4% | -76.5% | -62.3% |
| 1Y | -54.3% | +31.3% | -85.6% | -65.4% |
| 3Y | -6.5% | +39.8% | -46.3% | -34.0% |
| 5Y | -85.3% | +17.7% | -103.0% | -87.5% |
| 10Y | +68.9% | +110.2% | -41.4% | +2.0% |
| All | +67.9% | +127.6% | -59.7% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling