+176.5%
XLE vs RUN
+66.4%
+110.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.1% | +7.6% | +2.0% |
| 7D | +4.4% | -13.7% | +18.1% | +5.6% |
| 30D | -4.3% | +9.4% | -13.6% | -5.4% |
| 3M | +6.0% | -13.4% | +19.4% | +6.7% |
| 6M | +13.2% | -39.6% | +52.8% | +16.7% |
| YTD | +46.7% | -53.7% | +100.4% | +52.3% |
| 1Y | +46.6% | -56.2% | +102.8% | +52.6% |
| 3Y | +69.6% | -9.7% | +79.3% | +42.5% |
| 5Y | +166.5% | -85.5% | +252.0% | +168.6% |
| All | +176.5% | +66.4% | +110.1% | +51.1% |
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 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