+91.7%
USB vs RUN
+102.4%
-10.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | 0.0% | +33.4% | -33.4% | -2.9% |
| 30D | +5.8% | +31.1% | -25.3% | +2.8% |
| 3M | -6.0% | +6.4% | -12.4% | -7.0% |
| 6M | +7.8% | -22.2% | +30.0% | +9.2% |
| YTD | +14.6% | -45.8% | +60.4% | +18.6% |
| 1Y | +31.8% | -51.1% | +82.9% | +37.2% |
| 3Y | +91.5% | -3.0% | +94.5% | +64.4% |
| 5Y | +22.0% | -82.2% | +104.3% | +19.5% |
| All | +91.7% | +102.4% | -10.7% | +28.6% |
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