-80.3%
RUN vs VIG
+62.2%
-142.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -3.4% |
| 7D | -1.8% | -1.2% | -0.6% | +0.7% |
| 30D | -10.8% | -2.8% | -8.0% | -5.1% |
| 3M | -30.2% | +2.5% | -32.6% | -33.8% |
| 6M | -22.3% | +8.1% | -30.4% | -34.0% |
| YTD | -52.2% | +9.6% | -61.7% | -60.3% |
| 1Y | -45.1% | +14.2% | -59.3% | -57.7% |
| 3Y | -37.1% | +56.1% | -93.2% | -75.6% |
| 5Y | -80.3% | +62.8% | -143.1% | -92.1% |
| All | -80.3% | +62.2% | -142.5% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling