-14.4%
RUN vs VEU
+145.1%
-159.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.4% |
| 7D | +10.2% | +1.7% | +8.5% | +7.1% |
| 30D | -9.6% | +1.0% | -10.6% | -11.0% |
| 3M | -31.5% | +5.6% | -37.1% | -37.3% |
| 6M | -18.7% | +13.7% | -32.4% | -34.0% |
| YTD | -49.9% | +17.7% | -67.6% | -61.3% |
| 1Y | -45.5% | +25.8% | -71.3% | -62.1% |
| 3Y | -34.1% | +77.1% | -111.2% | -71.9% |
| 5Y | -79.4% | +57.1% | -136.6% | -88.9% |
| 10Y | +48.9% | +149.8% | -100.9% | -50.9% |
| All | -14.4% | +145.1% | -159.5% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling