+135.9%
XLU vs RUN
+42.2%
+93.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -1.4% |
| 30D | -3.3% | -13.0% | +9.7% | -2.5% |
| 3M | -3.2% | -31.8% | +28.6% | -1.1% |
| 6M | -7.0% | -32.2% | +25.3% | -5.3% |
| YTD | +0.6% | -53.5% | +54.1% | +4.0% |
| 1Y | +2.4% | -46.5% | +49.0% | +4.3% |
| 3Y | +46.3% | -37.6% | +83.9% | +36.1% |
| 5Y | +44.0% | -80.9% | +124.8% | +40.3% |
| All | +135.9% | +42.2% | +93.7% | +78.3% |
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