-15.7%
RUN vs VLTO
+27.2%
-42.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.7% |
| 7D | +1.3% | -2.3% | +3.5% | +2.9% |
| 30D | -15.3% | -0.9% | -14.4% | -14.7% |
| 3M | -40.0% | +13.8% | -53.8% | -46.0% |
| 6M | -27.0% | +2.0% | -29.0% | -28.7% |
| YTD | -51.7% | -3.2% | -48.5% | -51.1% |
| 1Y | -45.9% | -9.2% | -36.7% | -42.2% |
| All | -15.7% | +27.2% | -42.8% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling