-85.3%
RUN vs VIG
+64.4%
-149.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.0% | -6.0% |
| 7D | -13.7% | +3.1% | -16.8% | -19.4% |
| 30D | +9.4% | +5.0% | +4.3% | -3.3% |
| 3M | -13.4% | +2.7% | -16.1% | -19.3% |
| 6M | -39.6% | +11.0% | -50.5% | -52.4% |
| YTD | -53.7% | +16.0% | -69.7% | -66.6% |
| 1Y | -56.2% | +16.3% | -72.4% | -68.4% |
| 3Y | -9.7% | +66.8% | -76.6% | -71.0% |
| All | -85.3% | +64.4% | -149.7% | -94.9% |
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