-80.3%
RUN vs USFR
+20.4%
-100.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -1.8% | +0.1% | -1.8% | -1.3% |
| 30D | -10.8% | +0.3% | -11.1% | -8.6% |
| 3M | -30.2% | +1.0% | -31.1% | -23.8% |
| 6M | -22.3% | +1.9% | -24.3% | -8.7% |
| YTD | -52.2% | +2.7% | -54.8% | -40.9% |
| 1Y | -45.1% | +4.0% | -49.1% | -26.2% |
| 3Y | -37.1% | +14.0% | -51.1% | +101.5% |
| 5Y | -80.3% | +20.4% | -100.7% | +13.2% |
| All | -80.3% | +20.4% | -100.7% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling