-79.4%
RUN vs VO
+43.2%
-122.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +5.0% |
| 7D | +10.2% | +0.6% | +9.5% | +8.5% |
| 30D | -9.6% | -1.1% | -8.5% | -7.2% |
| 3M | -31.5% | +4.5% | -36.0% | -37.7% |
| 6M | -18.7% | +11.1% | -29.8% | -35.3% |
| YTD | -49.9% | +13.5% | -63.4% | -61.5% |
| 1Y | -45.5% | +14.5% | -60.0% | -58.6% |
| 3Y | -34.1% | +58.1% | -92.2% | -75.7% |
| 5Y | -79.4% | +43.3% | -122.7% | -89.3% |
| All | -79.4% | +43.2% | -122.6% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling