+80.4%
XLI vs RUN
-81.3%
+161.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | -2.3% | -3.4% | +1.1% | -2.1% |
| 30D | -8.2% | -14.0% | +5.8% | -7.2% |
| 3M | +0.8% | -27.5% | +28.3% | +2.7% |
| 6M | +0.8% | -29.0% | +29.8% | +2.6% |
| YTD | +10.5% | -53.1% | +63.6% | +14.6% |
| 1Y | +14.1% | -46.7% | +60.9% | +16.7% |
| 3Y | +68.6% | -38.3% | +106.9% | +55.3% |
| 5Y | +80.4% | -80.7% | +161.1% | +74.9% |
| All | +80.4% | -81.3% | +161.6% | +74.9% |
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