-17.5%
RUN vs VO
+204.4%
-221.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.1% |
| 7D | +1.3% | -0.3% | +1.5% | +1.8% |
| 30D | -15.3% | -0.3% | -14.9% | -14.4% |
| 3M | -40.0% | +2.9% | -43.0% | -42.5% |
| 6M | -27.0% | +9.3% | -36.3% | -36.8% |
| YTD | -51.7% | +14.2% | -65.9% | -60.9% |
| 1Y | -45.9% | +15.3% | -61.1% | -56.5% |
| 3Y | -43.8% | +56.2% | -100.0% | -71.9% |
| 5Y | -80.5% | +42.4% | -122.9% | -87.3% |
| 10Y | +45.3% | +194.7% | -149.5% | -58.7% |
| All | -17.5% | +204.4% | -221.8% | -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