+54.6%
TER vs RUN
-82.6%
+137.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | -20.5% | +33.4% | -53.9% | -25.1% |
| 30D | -47.0% | +31.1% | -78.2% | -50.1% |
| 3M | -43.3% | +6.4% | -49.7% | -44.6% |
| 6M | -42.9% | -22.2% | -20.7% | -41.0% |
| YTD | +12.9% | -45.8% | +58.6% | +21.5% |
| 1Y | +18.2% | -51.1% | +69.3% | +28.7% |
| 3Y | +151.8% | -3.0% | +154.8% | +98.4% |
| All | +54.6% | -82.6% | +137.1% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling