+219.1%
TER vs RUN
-80.3%
+299.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +3.5% |
| 7D | +11.0% | +10.2% | +0.8% | +8.9% |
| 30D | -1.9% | -9.6% | +7.7% | -0.1% |
| 3M | -0.7% | -31.5% | +30.8% | +6.3% |
| 6M | +36.4% | -18.7% | +55.1% | +41.8% |
| YTD | +92.4% | -49.9% | +142.3% | +112.5% |
| 1Y | +213.5% | -45.5% | +259.0% | +239.3% |
| 3Y | +277.2% | -34.1% | +311.3% | +222.5% |
| 5Y | +219.1% | -79.4% | +298.6% | +219.9% |
| All | +219.1% | -80.3% | +299.4% | +219.9% |
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