+34.5%
XLB vs RUN
-35.6%
+70.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.2% |
| 7D | -0.2% | +10.2% | -10.4% | -0.8% |
| 30D | -1.7% | -9.6% | +7.9% | -1.2% |
| 3M | +4.4% | -31.5% | +35.9% | +6.3% |
| 6M | +5.0% | -18.7% | +23.7% | +5.7% |
| YTD | +15.5% | -49.9% | +65.4% | +18.5% |
| 1Y | +14.9% | -45.5% | +60.4% | +16.9% |
| 3Y | +34.5% | -34.1% | +68.6% | +25.3% |
| All | +34.5% | -35.6% | +70.1% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling