-53.9%
RUN vs VIG
+19.5%
-73.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | -4.5% |
| 7D | +18.5% | +2.7% | +15.7% | +9.7% |
| 30D | +15.5% | +7.0% | +8.5% | -4.6% |
| 3M | -20.3% | +4.0% | -24.3% | -28.6% |
| 6M | -30.8% | +12.3% | -43.1% | -50.6% |
| YTD | -52.2% | +16.4% | -68.6% | -69.3% |
| 1Y | -53.9% | +19.2% | -73.1% | -72.6% |
| All | -53.9% | +19.5% | -73.4% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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