+99.1%
V vs RUN
-82.6%
+181.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +2.2% | +33.4% | -31.2% | +1.4% |
| 30D | +13.6% | +31.1% | -17.6% | +12.8% |
| 3M | +14.3% | +6.4% | +7.9% | +14.0% |
| 6M | +33.1% | -22.2% | +55.3% | +33.5% |
| YTD | +21.2% | -45.8% | +67.0% | +22.2% |
| 1Y | +26.4% | -51.1% | +77.6% | +27.7% |
| 3Y | +77.6% | -3.0% | +80.6% | +63.8% |
| All | +99.1% | -82.6% | +181.6% | +103.5% |
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 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