-45.9%
RUN vs VEU
+28.8%
-74.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -1.5% |
| 7D | +1.3% | +1.1% | +0.1% | -1.0% |
| 30D | -15.3% | +2.2% | -17.4% | -18.5% |
| 3M | -40.0% | +3.0% | -43.0% | -42.7% |
| 6M | -27.0% | +10.9% | -37.8% | -40.2% |
| YTD | -51.7% | +18.2% | -69.9% | -66.3% |
| 1Y | -45.9% | +28.3% | -74.2% | -68.3% |
| All | -45.9% | +28.8% | -74.7% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling