+67.1%
V vs RUN
-80.3%
+147.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.8% |
| 7D | -1.1% | +10.2% | -11.2% | -1.3% |
| 30D | +1.9% | -9.6% | +11.5% | +2.1% |
| 3M | +15.5% | -31.5% | +47.0% | +16.4% |
| 6M | +16.6% | -18.7% | +35.3% | +16.7% |
| YTD | +5.7% | -49.9% | +55.6% | +6.9% |
| 1Y | +8.6% | -45.5% | +54.1% | +9.1% |
| 3Y | +52.5% | -34.1% | +86.6% | +44.3% |
| 5Y | +67.1% | -79.4% | +146.6% | +62.2% |
| All | +67.1% | -80.3% | +147.4% | +62.2% |
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