-15.8%
RUN vs VO
+206.5%
-222.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.9% | +1.9% |
| 7D | +3.2% | +0.2% | +3.0% | +1.5% |
| 30D | +19.5% | +2.0% | +17.5% | +14.3% |
| 3M | -9.6% | -0.3% | -9.3% | -9.5% |
| 6M | -37.3% | +7.3% | -44.6% | -44.5% |
| YTD | -50.7% | +15.0% | -65.7% | -60.8% |
| 1Y | -54.1% | +14.7% | -68.8% | -63.1% |
| 3Y | -3.9% | +67.3% | -71.2% | -58.4% |
| 5Y | -84.4% | +38.8% | -123.2% | -89.5% |
| 10Y | +77.5% | +201.6% | -124.1% | -51.2% |
| All | -15.8% | +206.5% | -222.3% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling