+40.3%
RUN vs ITOT
+303.4%
-263.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -2.3% |
| 7D | -3.7% | -0.9% | -2.8% | -2.1% |
| 30D | -13.0% | -1.5% | -11.6% | -10.5% |
| 3M | -31.8% | +3.6% | -35.4% | -35.6% |
| 6M | -32.2% | +13.7% | -45.9% | -45.3% |
| YTD | -53.5% | +12.9% | -66.4% | -61.5% |
| 1Y | -46.5% | +17.2% | -63.7% | -58.0% |
| 3Y | -37.6% | +75.6% | -113.2% | -76.1% |
| 5Y | -80.9% | +75.5% | -156.3% | -91.8% |
| All | +40.3% | +303.4% | -263.1% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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