+83.6%
USB vs RUN
+74.1%
+9.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.5% |
| 7D | -0.5% | +3.2% | -3.7% | -1.0% |
| 30D | +5.7% | +19.5% | -13.8% | +3.5% |
| 3M | -4.7% | -9.6% | +4.9% | -4.3% |
| 6M | +13.4% | -37.3% | +50.7% | +17.3% |
| YTD | +17.0% | -50.7% | +67.7% | +22.1% |
| 1Y | +32.4% | -54.1% | +86.4% | +38.8% |
| 3Y | +101.7% | -3.9% | +105.6% | +72.7% |
| 5Y | +24.4% | -84.4% | +108.8% | +23.5% |
| 10Y | +83.6% | +77.5% | +6.1% | +20.7% |
| All | +83.6% | +74.1% | +9.5% | +20.7% |
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 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