+27.7%
V vs RUN
-55.1%
+82.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | +0.9% | -13.5% | +14.4% | +0.6% |
| 30D | +9.0% | +18.3% | -9.3% | +9.4% |
| 3M | +16.7% | -12.5% | +29.2% | +16.1% |
| 6M | +33.4% | -40.3% | +73.7% | +31.5% |
| YTD | +22.4% | -53.1% | +75.5% | +20.3% |
| 1Y | +27.7% | -54.3% | +81.9% | +25.5% |
| All | +27.7% | -55.1% | +82.8% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling