-20.9%
RUN vs VO
+203.8%
-224.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -4.5% |
| 7D | -13.7% | +2.9% | -16.6% | -18.2% |
| 30D | +9.4% | +1.0% | +8.4% | +6.6% |
| 3M | -13.4% | -1.7% | -11.7% | -11.0% |
| 6M | -39.6% | +6.7% | -46.3% | -45.9% |
| YTD | -53.7% | +14.0% | -67.7% | -62.6% |
| 1Y | -56.2% | +13.7% | -69.9% | -64.2% |
| 3Y | -9.7% | +65.8% | -75.6% | -60.3% |
| 5Y | -85.5% | +36.6% | -122.1% | -90.0% |
| 10Y | +66.7% | +198.9% | -132.2% | -53.4% |
| All | -20.9% | +203.8% | -224.7% | -77.1% |
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