-46.9%
RUN vs VLTO
+20.2%
-67.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.4% |
| 7D | +18.1% | +2.0% | +16.0% | +18.1% |
| 30D | +27.5% | +21.8% | +5.7% | +29.0% |
| 3M | -4.5% | +20.2% | -24.7% | -3.7% |
| 6M | -33.3% | +36.3% | -69.7% | -30.8% |
| YTD | -47.1% | +18.8% | -65.9% | -46.0% |
| All | -46.9% | +20.2% | -67.1% | -45.8% |
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