+46.3%
XLU vs RUN
-39.0%
+85.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.7% |
| 3M | -3.2% | -31.8% | +28.6% | -1.7% |
| 6M | -7.0% | -32.2% | +25.3% | -5.8% |
| YTD | +0.6% | -53.5% | +54.1% | +3.0% |
| 1Y | +2.4% | -46.5% | +49.0% | +3.7% |
| 3Y | +46.3% | -37.6% | +83.9% | +36.3% |
| All | +46.3% | -39.0% | +85.2% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling