-45.9%
RUN vs VO
+15.8%
-61.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | +0.1% |
| 7D | +1.3% | -0.3% | +1.5% | +2.0% |
| 30D | -15.3% | -0.3% | -14.9% | -14.0% |
| 3M | -40.0% | +2.9% | -43.0% | -43.7% |
| 6M | -27.0% | +9.3% | -36.3% | -41.7% |
| YTD | -51.7% | +14.2% | -65.9% | -64.7% |
| 1Y | -45.9% | +15.3% | -61.1% | -59.7% |
| All | -45.9% | +15.8% | -61.7% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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