-34.1%
RUN vs VO
+57.7%
-91.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +5.1% |
| 7D | +10.2% | +0.6% | +9.5% | +8.5% |
| 30D | -9.6% | -1.1% | -8.5% | -7.1% |
| 3M | -31.5% | +4.5% | -36.0% | -37.8% |
| 6M | -18.7% | +11.1% | -29.8% | -35.6% |
| YTD | -49.9% | +13.5% | -63.4% | -61.7% |
| 1Y | -45.5% | +14.5% | -60.0% | -58.7% |
| 3Y | -34.1% | +58.1% | -92.2% | -84.2% |
| All | -34.1% | +57.7% | -91.8% | -84.2% |
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