+74.2%
XLF vs RUN
-39.0%
+113.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -1.5% | -3.7% | +2.2% | -1.4% |
| 30D | -1.2% | -13.0% | +11.9% | -0.8% |
| 3M | +9.2% | -31.8% | +41.0% | +10.2% |
| 6M | +16.3% | -32.2% | +48.6% | +17.3% |
| YTD | +5.4% | -53.5% | +58.9% | +7.1% |
| 1Y | +7.6% | -46.5% | +54.1% | +8.8% |
| 3Y | +74.2% | -37.6% | +111.8% | +65.3% |
| All | +74.2% | -39.0% | +113.2% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling