-6.5%
RUN vs VO
+66.5%
-73.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -13.5% | +3.1% | -16.6% | -19.3% |
| 30D | +18.3% | +2.2% | +16.1% | +11.3% |
| 3M | -12.5% | -2.5% | -10.0% | -7.8% |
| 6M | -40.3% | +7.0% | -47.3% | -48.5% |
| YTD | -53.1% | +14.0% | -67.1% | -64.2% |
| 1Y | -54.3% | +15.6% | -69.9% | -66.0% |
| 3Y | -6.5% | +66.2% | -72.7% | -84.8% |
| All | -6.5% | +66.5% | -73.0% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling