-16.1%
Z vs RUN
+102.4%
-118.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.7% |
| 7D | -4.6% | +33.4% | -38.0% | -11.9% |
| 30D | +8.3% | +31.1% | -22.8% | +0.2% |
| 3M | -11.6% | +6.4% | -18.0% | -14.2% |
| 6M | -33.6% | -22.2% | -11.4% | -31.5% |
| YTD | -56.7% | -45.8% | -10.9% | -52.9% |
| 1Y | -59.1% | -51.1% | -8.0% | -54.9% |
| 3Y | -20.4% | -3.0% | -17.4% | -48.2% |
| 5Y | -55.3% | -82.2% | +27.0% | -55.3% |
| All | -16.1% | +102.4% | -118.5% | -62.1% |
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