+40.3%
RUN vs VEU
+155.0%
-114.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -2.8% |
| 7D | -3.7% | -1.4% | -2.3% | -1.1% |
| 30D | -13.0% | -0.4% | -12.6% | -12.2% |
| 3M | -31.8% | +2.5% | -34.3% | -34.6% |
| 6M | -32.2% | +11.1% | -43.4% | -43.8% |
| YTD | -53.5% | +16.5% | -70.0% | -64.3% |
| 1Y | -46.5% | +22.9% | -69.5% | -62.5% |
| 3Y | -37.6% | +73.4% | -111.0% | -74.7% |
| 5Y | -80.9% | +56.1% | -136.9% | -90.2% |
| All | +40.3% | +155.0% | -114.6% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling