+84.9%
RUN vs VT
+217.6%
-132.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.5% | -10.1% | -9.7% |
| 7D | +0.3% | -0.1% | +0.5% | -0.9% |
| 30D | +14.0% | -3.1% | +17.1% | +19.4% |
| 3M | -11.8% | -3.5% | -8.3% | -6.3% |
| 6M | -40.4% | +0.5% | -40.8% | -40.7% |
| YTD | -52.7% | +10.8% | -63.4% | -60.4% |
| 1Y | -52.5% | +11.9% | -64.4% | -60.9% |
| 3Y | -7.7% | +73.0% | -80.7% | -65.3% |
| 5Y | -83.9% | +58.6% | -142.5% | -92.1% |
| 10Y | +84.9% | +219.2% | -134.3% | -63.3% |
| All | +84.9% | +217.6% | -132.7% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling