+253.9%
XLI vs RUN
+42.2%
+211.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -1.7% | -3.7% | +2.1% | -1.3% |
| 30D | -7.3% | -13.0% | +5.7% | -6.1% |
| 3M | -1.3% | -31.8% | +30.4% | +1.8% |
| 6M | +2.2% | -32.2% | +34.5% | +5.1% |
| YTD | +11.7% | -53.5% | +65.2% | +17.4% |
| 1Y | +14.3% | -46.5% | +60.8% | +17.6% |
| 3Y | +70.3% | -37.6% | +107.9% | +52.8% |
| 5Y | +82.3% | -80.9% | +163.2% | +77.1% |
| All | +253.9% | +42.2% | +211.7% | +130.3% |
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 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