-45.9%
RUN vs VLTO
-8.3%
-37.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.7% |
| 7D | +1.3% | -2.3% | +3.5% | +0.8% |
| 30D | -15.3% | -0.9% | -14.4% | -15.5% |
| 3M | -40.0% | +13.8% | -53.8% | -37.9% |
| 6M | -27.0% | +2.0% | -29.0% | -26.0% |
| YTD | -51.7% | -3.2% | -48.5% | -51.9% |
| 1Y | -45.9% | -9.2% | -36.7% | -48.8% |
| All | -45.9% | -8.3% | -37.6% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling