-17.5%
RUN vs VIG
+271.6%
-289.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.3% |
| 7D | +1.3% | -0.4% | +1.7% | +2.0% |
| 30D | -15.3% | -1.0% | -14.3% | -13.8% |
| 3M | -40.0% | +2.8% | -42.8% | -42.5% |
| 6M | -27.0% | +8.2% | -35.1% | -35.4% |
| YTD | -51.7% | +11.0% | -62.7% | -58.9% |
| 1Y | -45.9% | +16.1% | -62.0% | -56.8% |
| 3Y | -43.8% | +56.2% | -99.9% | -71.4% |
| 5Y | -80.5% | +63.0% | -143.5% | -90.1% |
| 10Y | +45.3% | +241.4% | -196.2% | -67.3% |
| All | -17.5% | +271.6% | -289.0% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling