+163.9%
XLE vs RUN
+133.0%
+30.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -7.9% | +18.1% | -26.0% | -9.3% |
| 30D | -4.8% | +27.5% | -32.3% | -7.1% |
| 3M | +8.4% | -4.5% | +12.9% | +8.2% |
| 6M | +12.7% | -33.3% | +46.0% | +15.3% |
| YTD | +41.3% | -47.1% | +88.3% | +45.2% |
| 1Y | +42.3% | -43.1% | +85.4% | +44.7% |
| 3Y | +65.1% | -3.0% | +68.1% | +38.6% |
| 5Y | +150.2% | -82.6% | +232.8% | +147.3% |
| 10Y | +163.9% | +103.3% | +60.6% | +46.5% |
| All | +163.9% | +133.0% | +30.9% | +46.5% |
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