-82.6%
RUN vs VSXY
+42.7%
-125.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.9% | -0.1% | +2.5% |
| 7D | +10.2% | -6.8% | +16.9% | +12.1% |
| 30D | -9.6% | -20.4% | +10.8% | -3.6% |
| 3M | -31.5% | +2.9% | -34.4% | -32.7% |
| 6M | -18.7% | +67.9% | -86.6% | -35.4% |
| YTD | -49.9% | +44.9% | -94.8% | -58.3% |
| 1Y | -45.5% | +205.9% | -251.4% | -66.1% |
| 3Y | -34.1% | +373.9% | -407.9% | -69.7% |
| 5Y | -79.4% | +23.5% | -102.9% | -86.1% |
| All | -82.6% | +42.7% | -125.3% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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