+143.7%
XLC vs RUN
-37.2%
+180.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +0.5% | -3.7% | +4.2% | +0.9% |
| 30D | +2.1% | -13.0% | +15.1% | +3.4% |
| 3M | +0.7% | -31.8% | +32.5% | +3.9% |
| 6M | -3.2% | -32.2% | +29.0% | -0.6% |
| YTD | -3.8% | -53.5% | +49.7% | +1.0% |
| 1Y | -2.0% | -46.5% | +44.5% | +0.6% |
| 3Y | +71.4% | -37.6% | +109.0% | +51.0% |
| 5Y | +40.7% | -80.9% | +121.5% | +36.2% |
| All | +143.7% | -37.2% | +180.9% | +49.0% |
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