+31.0%
XLB vs RUN
-83.2%
+114.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | 0.0% |
| 7D | -1.6% | +3.2% | -4.8% | -2.0% |
| 30D | +7.2% | +19.5% | -12.3% | +5.5% |
| 3M | 0.0% | -9.6% | +9.6% | +0.4% |
| 6M | +2.3% | -37.3% | +39.6% | +5.1% |
| YTD | +18.4% | -50.7% | +69.1% | +22.3% |
| 1Y | +23.3% | -54.1% | +77.4% | +27.9% |
| 3Y | +45.2% | -3.9% | +49.1% | +26.9% |
| 5Y | +31.0% | -84.4% | +115.3% | +34.1% |
| All | +31.0% | -83.2% | +114.2% | +34.1% |
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 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