+243.4%
XLF vs RUN
-29.4%
+272.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.7% |
| 7D | +0.2% | +10.2% | -10.0% | -0.6% |
| 30D | -0.5% | -9.6% | +9.1% | +0.2% |
| 3M | +10.6% | -31.5% | +42.1% | +13.4% |
| 6M | +14.3% | -18.7% | +33.0% | +15.0% |
| YTD | +5.5% | -49.9% | +55.4% | +9.3% |
| 1Y | +9.6% | -45.5% | +55.1% | +12.0% |
| 3Y | +75.2% | -34.1% | +109.3% | +58.7% |
| 5Y | +65.5% | -79.4% | +145.0% | +59.9% |
| 10Y | +246.4% | +48.9% | +197.5% | +149.4% |
| All | +243.4% | -29.4% | +272.8% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling