-14.4%
RUN vs VCLT
+34.3%
-48.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.8% |
| 7D | +10.2% | +0.3% | +9.8% | +9.7% |
| 30D | -9.6% | -0.6% | -9.0% | -8.7% |
| 3M | -31.5% | -2.2% | -29.3% | -28.9% |
| 6M | -18.7% | -2.9% | -15.8% | -14.4% |
| YTD | -49.9% | -2.1% | -47.8% | -47.9% |
| 1Y | -45.5% | -2.6% | -42.9% | -42.8% |
| 3Y | -34.1% | +12.5% | -46.6% | -39.7% |
| 5Y | -79.4% | -15.3% | -64.2% | -75.5% |
| 10Y | +48.9% | +16.6% | +32.3% | +63.0% |
| All | -14.4% | +34.3% | -48.7% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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