-20.9%
RUN vs VIG
+288.1%
-309.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.0% | -6.0% |
| 7D | -13.7% | +3.1% | -16.8% | -18.1% |
| 30D | +9.4% | +5.0% | +4.3% | -0.3% |
| 3M | -13.4% | +2.7% | -16.1% | -17.8% |
| 6M | -39.6% | +11.0% | -50.5% | -49.5% |
| YTD | -53.7% | +16.0% | -69.7% | -63.7% |
| 1Y | -56.2% | +16.3% | -72.4% | -65.6% |
| 3Y | -9.7% | +66.8% | -76.6% | -59.5% |
| 5Y | -85.5% | +64.8% | -150.2% | -92.9% |
| 10Y | +66.7% | +263.6% | -196.8% | -66.0% |
| All | -20.9% | +288.1% | -309.0% | -84.1% |
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 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