-14.5%
Z vs RUN
+133.0%
-147.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +4.4% |
| 7D | -5.2% | +18.1% | -23.2% | -9.7% |
| 30D | +5.7% | +27.5% | -21.8% | -1.5% |
| 3M | -8.7% | -4.5% | -4.2% | -8.9% |
| 6M | -26.0% | -33.3% | +7.4% | -20.3% |
| YTD | -55.0% | -47.1% | -8.0% | -50.8% |
| 1Y | -58.0% | -43.1% | -14.8% | -55.3% |
| 3Y | -15.2% | -3.0% | -12.2% | -45.0% |
| 5Y | -53.8% | -82.6% | +28.8% | -53.6% |
| 10Y | -14.5% | +103.3% | -117.9% | -61.8% |
| All | -14.5% | +133.0% | -147.5% | -61.8% |
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