+284.6%
XLI vs RUN
-32.6%
+317.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.0% | -1.1% |
| 7D | -0.6% | -1.8% | +1.2% | -0.4% |
| 30D | -6.9% | -10.8% | +3.9% | -6.1% |
| 3M | -1.9% | -30.2% | +28.2% | +0.8% |
| 6M | +1.0% | -22.3% | +23.4% | +2.4% |
| YTD | +11.3% | -52.2% | +63.5% | +16.3% |
| 1Y | +15.8% | -45.1% | +60.9% | +18.7% |
| 3Y | +69.8% | -37.1% | +106.9% | +54.2% |
| 5Y | +80.9% | -80.3% | +161.2% | +75.3% |
| 10Y | +257.2% | +45.2% | +212.0% | +162.0% |
| All | +284.6% | -32.6% | +317.3% | +185.2% |
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