+136.0%
XLC vs RUN
-36.6%
+172.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +3.7% | -13.5% | +17.2% | +5.1% |
| 30D | -1.9% | +18.3% | -20.2% | -3.8% |
| 3M | -3.1% | -12.5% | +9.4% | -2.4% |
| 6M | -6.4% | -40.3% | +34.0% | -2.7% |
| YTD | -6.8% | -53.1% | +46.3% | -2.7% |
| 1Y | -1.7% | -54.3% | +52.6% | +2.7% |
| 3Y | +64.7% | -6.5% | +71.2% | +37.5% |
| 5Y | +41.1% | -85.3% | +126.4% | +42.2% |
| All | +136.0% | -36.6% | +172.7% | +43.6% |
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 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