-3.0%
RUN vs VLTO
+69.5%
-72.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +0.8% |
| 7D | +33.4% | +5.4% | +28.0% | +29.5% |
| 30D | +31.1% | +22.3% | +8.8% | +16.3% |
| 3M | +6.4% | +19.6% | -13.2% | -4.3% |
| 6M | -22.2% | +35.2% | -57.4% | -36.2% |
| YTD | -45.8% | +17.9% | -63.6% | -51.1% |
| 1Y | -51.1% | +19.5% | -70.6% | -56.7% |
| 3Y | -3.0% | +73.9% | -76.9% | -37.7% |
| All | -3.0% | +69.5% | -72.5% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling