+220.4%
W vs RUN
+74.1%
+146.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.2% |
| 7D | -7.4% | +3.2% | -10.6% | -9.3% |
| 30D | +7.8% | +19.5% | -11.7% | -0.6% |
| 3M | +10.9% | -9.6% | +20.5% | +12.4% |
| 6M | +86.4% | -37.3% | +123.7% | +114.1% |
| YTD | +14.0% | -50.7% | +64.7% | +33.3% |
| 1Y | +3.5% | -54.1% | +57.6% | +23.0% |
| 3Y | +164.8% | -3.9% | +168.7% | +52.9% |
| 5Y | -53.1% | -84.4% | +31.3% | -46.7% |
| 10Y | +220.4% | +77.5% | +142.9% | +35.1% |
| All | +220.4% | +74.1% | +146.4% | +35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling