+73.3%
RUN vs VT
+221.8%
-148.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.9% |
| 7D | -13.5% | +2.4% | -15.9% | -17.4% |
| 30D | +18.3% | -1.5% | +19.8% | +20.1% |
| 3M | -12.5% | -4.1% | -8.4% | -5.7% |
| 6M | -40.3% | +0.6% | -40.9% | -40.7% |
| YTD | -53.1% | +11.0% | -64.1% | -60.9% |
| 1Y | -54.3% | +13.3% | -67.6% | -63.2% |
| 3Y | -6.5% | +73.4% | -79.9% | -65.0% |
| 5Y | -85.3% | +57.4% | -142.7% | -92.7% |
| All | +73.3% | +221.8% | -148.5% | -68.4% |
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