+20.4%
XLV vs RUN
-47.1%
+67.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -3.6% | -3.7% | +0.2% | -3.5% |
| 30D | -1.8% | -13.0% | +11.2% | -1.7% |
| 3M | +7.8% | -31.8% | +39.6% | +8.3% |
| 6M | +9.1% | -32.2% | +41.3% | +9.4% |
| YTD | +7.7% | -53.5% | +61.2% | +7.7% |
| 1Y | +20.4% | -46.5% | +67.0% | +20.9% |
| All | +20.4% | -47.1% | +67.5% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling