+135.4%
XLP vs RUN
+94.0%
+41.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.6% | +10.7% | +0.5% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +9.1% | +14.0% | -4.9% | +8.5% |
| 3M | +7.9% | -11.8% | +19.6% | +8.1% |
| 6M | +9.6% | -40.4% | +50.0% | +11.1% |
| YTD | +19.4% | -52.7% | +72.1% | +21.3% |
| 1Y | +22.4% | -52.5% | +74.9% | +24.1% |
| 3Y | +43.2% | -7.7% | +50.9% | +34.2% |
| 5Y | +42.6% | -83.9% | +126.4% | +42.3% |
| 10Y | +135.4% | +84.9% | +50.5% | +92.4% |
| All | +135.4% | +94.0% | +41.4% | +92.4% |
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