+158.8%
XLB vs RUN
+43.4%
+115.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -3.5% | -3.4% | -0.2% | -3.2% |
| 30D | -4.7% | -14.0% | +9.3% | -3.3% |
| 3M | +2.7% | -27.5% | +30.2% | +5.5% |
| 6M | +2.6% | -29.0% | +31.6% | +5.0% |
| YTD | +12.8% | -53.1% | +65.9% | +18.8% |
| 1Y | +14.0% | -46.7% | +60.7% | +17.4% |
| 3Y | +31.5% | -38.3% | +69.8% | +17.7% |
| 5Y | +33.4% | -80.7% | +114.1% | +29.4% |
| All | +158.8% | +43.4% | +115.5% | +68.2% |
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 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