+43.2%
TER vs RUN
-53.7%
+96.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.1% | -7.2% |
| 7D | -19.9% | +18.5% | -38.3% | -24.1% |
| 30D | -43.5% | +15.5% | -59.0% | -46.3% |
| 3M | -37.8% | -20.3% | -17.5% | -33.8% |
| 6M | -25.6% | -30.8% | +5.2% | -17.5% |
| YTD | +29.8% | -52.2% | +82.1% | +48.6% |
| 1Y | +43.2% | -53.9% | +97.1% | +63.7% |
| All | +43.2% | -53.7% | +96.9% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling