+41.5%
RUN vs USFR
+28.0%
+13.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | -14.0% | +0.3% | -14.3% | -13.9% |
| 3M | -27.5% | +1.0% | -28.4% | -27.5% |
| 6M | -29.0% | +1.9% | -30.9% | -29.1% |
| YTD | -53.1% | +2.7% | -55.8% | -53.3% |
| 1Y | -46.7% | +4.0% | -50.7% | -47.3% |
| 3Y | -38.3% | +14.1% | -52.4% | -40.2% |
| 5Y | -80.7% | +20.5% | -101.2% | -82.3% |
| All | +41.5% | +28.0% | +13.4% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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