+512.0%
V vs RUN
-33.3%
+545.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.6% | +11.0% | +1.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +9.9% | +14.0% | -4.1% | +8.9% |
| 3M | +17.5% | -11.8% | +29.3% | +18.0% |
| 6M | +33.5% | -40.4% | +73.8% | +36.5% |
| YTD | +21.6% | -52.7% | +74.2% | +24.6% |
| 1Y | +27.6% | -52.5% | +80.1% | +30.6% |
| 3Y | +76.4% | -7.7% | +84.1% | +56.0% |
| 5Y | +103.8% | -83.9% | +187.7% | +102.1% |
| 10Y | +455.5% | +84.9% | +370.6% | +303.1% |
| All | +512.0% | -33.3% | +545.3% | +354.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling