+37.8%
XLC vs RUN
-80.3%
+118.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.7% |
| 7D | +0.6% | +10.2% | -9.6% | -0.2% |
| 30D | +0.2% | -9.6% | +9.9% | +0.9% |
| 3M | +0.6% | -31.5% | +32.1% | +3.1% |
| 6M | -4.5% | -18.7% | +14.2% | -3.8% |
| YTD | -4.7% | -49.9% | +45.2% | -1.6% |
| 1Y | -1.7% | -45.5% | +43.9% | +0.2% |
| 3Y | +72.3% | -34.1% | +106.4% | +54.5% |
| 5Y | +37.8% | -79.4% | +117.2% | +33.2% |
| All | +37.8% | -80.3% | +118.0% | +33.2% |
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 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