+28.4%
XLY vs RUN
-81.0%
+109.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.7% | -3.7% | +2.0% | -1.3% |
| 30D | -4.2% | -13.0% | +8.8% | -2.8% |
| 3M | -2.7% | -31.8% | +29.1% | +0.9% |
| 6M | -0.6% | -32.2% | +31.6% | +2.6% |
| YTD | -5.0% | -53.5% | +48.5% | +0.5% |
| 1Y | -4.1% | -46.5% | +42.4% | -0.8% |
| 3Y | +33.6% | -37.6% | +71.2% | +16.5% |
| All | +28.4% | -81.0% | +109.4% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling