+73.0%
RUN vs FTV
+90.8%
-17.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | +0.5% |
| 7D | +1.3% | -4.5% | +5.7% | +5.6% |
| 30D | -15.3% | -7.1% | -8.2% | -9.3% |
| 3M | -40.0% | -7.2% | -32.8% | -36.6% |
| 6M | -27.0% | -1.5% | -25.4% | -27.7% |
| YTD | -51.7% | +3.5% | -55.2% | -53.9% |
| 1Y | -45.9% | +20.3% | -66.2% | -55.5% |
| 3Y | -43.8% | -3.1% | -40.6% | -43.4% |
| 5Y | -80.5% | +2.3% | -82.8% | -80.9% |
| 10Y | +45.3% | +76.3% | -31.1% | +4.5% |
| All | +73.0% | +90.8% | -17.8% | +25.8% |
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