-32.8%
RUN vs XE
-50.4%
+17.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.2% |
| 7D | -3.7% | -15.7% | +12.0% | -1.9% |
| 30D | -13.0% | -26.6% | +13.6% | -10.4% |
| 3M | -31.8% | -20.3% | -11.5% | -31.3% |
| All | -32.8% | -50.4% | +17.6% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling