-37.1%
RUN vs VIG
+54.7%
-91.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -0.9% |
| 7D | -3.4% | -2.2% | -1.1% | +1.5% |
| 30D | -14.0% | -3.2% | -10.7% | -7.6% |
| 3M | -27.5% | +3.0% | -30.5% | -32.2% |
| 6M | -29.0% | +8.1% | -37.1% | -39.7% |
| YTD | -53.1% | +9.1% | -62.2% | -60.6% |
| 1Y | -46.7% | +12.6% | -59.3% | -57.6% |
| All | -37.1% | +54.7% | -91.8% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling