+1,006.2%
TER vs RUN
+94.0%
+912.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.6% | +10.3% | +1.9% |
| 7D | -8.9% | +0.3% | -9.2% | -9.7% |
| 30D | -39.1% | +14.0% | -53.1% | -41.5% |
| 3M | -32.8% | -11.8% | -21.0% | -32.1% |
| 6M | -31.7% | -40.4% | +8.6% | -25.4% |
| YTD | +26.9% | -52.7% | +79.6% | +41.5% |
| 1Y | +33.6% | -52.5% | +86.1% | +48.2% |
| 3Y | +181.5% | -7.7% | +189.2% | +115.8% |
| 5Y | +76.1% | -83.9% | +160.0% | +81.6% |
| 10Y | +1,006.2% | +84.9% | +921.3% | +492.6% |
| All | +1,006.2% | +94.0% | +912.2% | +492.6% |
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