-21.5%
RUN vs VIG
+11.1%
-32.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.7% |
| 7D | +1.3% | -0.4% | +1.7% | +2.3% |
| 30D | -15.3% | -1.0% | -14.3% | -13.2% |
| 3M | -40.0% | +2.8% | -42.8% | -44.0% |
| All | -21.5% | +11.1% | -32.7% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling