+52.5%
V vs RUN
-35.6%
+88.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.7% |
| 7D | -1.1% | +10.2% | -11.2% | -1.0% |
| 30D | +1.9% | -9.6% | +11.5% | +1.8% |
| 3M | +15.5% | -31.5% | +47.0% | +15.3% |
| 6M | +16.6% | -18.7% | +35.3% | +16.5% |
| YTD | +5.7% | -49.9% | +55.6% | +5.4% |
| 1Y | +8.6% | -45.5% | +54.1% | +8.3% |
| 3Y | +52.5% | -34.1% | +86.6% | +47.7% |
| All | +52.5% | -35.6% | +88.1% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling