-18.3%
RUN vs ITOT
+315.0%
-333.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -3.6% |
| 7D | -1.8% | -0.4% | -1.4% | -1.2% |
| 30D | -10.8% | -1.6% | -9.3% | -8.2% |
| 3M | -30.2% | +3.5% | -33.7% | -33.7% |
| 6M | -22.3% | +13.1% | -35.5% | -36.1% |
| YTD | -52.2% | +12.7% | -64.9% | -59.9% |
| 1Y | -45.1% | +18.3% | -63.4% | -57.1% |
| 3Y | -37.1% | +76.4% | -113.5% | -74.8% |
| 5Y | -80.3% | +73.8% | -154.0% | -91.0% |
| 10Y | +45.2% | +301.2% | -256.0% | -74.8% |
| All | -18.3% | +315.0% | -333.3% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling