+157.4%
XLV vs RUN
-34.5%
+191.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -3.6% | -3.7% | +0.2% | -3.4% |
| 30D | -1.8% | -13.0% | +11.2% | -1.1% |
| 3M | +7.8% | -31.8% | +39.6% | +9.7% |
| 6M | +9.1% | -32.2% | +41.3% | +10.7% |
| YTD | +7.7% | -53.5% | +61.2% | +10.7% |
| 1Y | +20.4% | -46.5% | +67.0% | +22.2% |
| 3Y | +30.8% | -37.6% | +68.4% | +22.6% |
| 5Y | +34.6% | -80.9% | +115.5% | +31.8% |
| 10Y | +173.4% | +41.3% | +132.1% | +117.5% |
| All | +157.4% | -34.5% | +191.9% | +107.4% |
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 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