+65.0%
XLF vs RUN
-81.3%
+146.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -2.9% | -3.4% | +0.5% | -2.7% |
| 30D | -1.6% | -14.0% | +12.3% | -0.9% |
| 3M | +9.3% | -27.5% | +36.7% | +10.8% |
| 6M | +14.6% | -29.0% | +43.6% | +15.9% |
| YTD | +4.7% | -53.1% | +57.8% | +7.7% |
| 1Y | +8.6% | -46.7% | +55.4% | +10.5% |
| 3Y | +73.9% | -38.3% | +112.2% | +61.7% |
| 5Y | +65.0% | -80.7% | +145.7% | +61.6% |
| All | +65.0% | -81.3% | +146.3% | +61.6% |
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