-19.9%
RUN vs VOO
+334.1%
-354.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.9% |
| 7D | -13.5% | +2.6% | -16.1% | -17.1% |
| 30D | +18.3% | -2.0% | +20.3% | +20.6% |
| 3M | -12.5% | -2.8% | -9.7% | -9.1% |
| 6M | -40.3% | +2.2% | -42.5% | -42.3% |
| YTD | -53.1% | +11.5% | -64.6% | -60.2% |
| 1Y | -54.3% | +13.5% | -67.8% | -62.1% |
| 3Y | -6.5% | +78.1% | -84.6% | -62.3% |
| 5Y | -85.3% | +73.1% | -158.4% | -93.2% |
| 10Y | +68.9% | +310.7% | -241.9% | -70.8% |
| All | -19.9% | +334.1% | -354.0% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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