+40.3%
RUN vs VIG
+250.0%
-209.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -2.1% |
| 7D | -3.7% | -1.1% | -2.6% | -1.9% |
| 30D | -13.0% | -2.7% | -10.3% | -8.6% |
| 3M | -31.8% | +2.5% | -34.3% | -34.8% |
| 6M | -32.2% | +9.2% | -41.5% | -41.4% |
| YTD | -53.5% | +9.8% | -63.3% | -60.0% |
| 1Y | -46.5% | +12.4% | -58.9% | -55.3% |
| 3Y | -37.6% | +55.9% | -93.5% | -69.3% |
| 5Y | -80.9% | +63.9% | -144.8% | -90.7% |
| All | +40.3% | +250.0% | -209.7% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling