-7.6%
RUN vs VLTO
+56.1%
-63.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -3.0% |
| 7D | +18.1% | +2.0% | +16.0% | +16.4% |
| 30D | +27.5% | +21.8% | +5.7% | +11.6% |
| 3M | -4.5% | +20.2% | -24.7% | -15.7% |
| 6M | -33.3% | +36.3% | -69.7% | -47.0% |
| YTD | -47.1% | +18.8% | -65.9% | -53.4% |
| 1Y | -43.1% | +20.4% | -63.5% | -50.9% |
| 3Y | -3.0% | +71.9% | -74.9% | -48.1% |
| All | -7.6% | +56.1% | -63.7% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling