+995.4%
TER vs RUN
+68.6%
+926.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.6% |
| 7D | +14.4% | -13.5% | +27.9% | +17.5% |
| 30D | -30.6% | +18.3% | -48.9% | -33.9% |
| 3M | -39.2% | -12.5% | -26.7% | -38.5% |
| 6M | -31.3% | -40.3% | +9.0% | -24.9% |
| YTD | +29.1% | -53.1% | +82.2% | +44.1% |
| 1Y | +47.4% | -54.3% | +101.7% | +64.9% |
| 3Y | +191.2% | -6.5% | +197.7% | +122.4% |
| 5Y | +74.0% | -85.3% | +159.3% | +83.6% |
| All | +995.4% | +68.6% | +926.9% | +493.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling