-4.1%
RUN vs VT
+69.4%
-73.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -4.1% | +16.4% | +20.9% |
| 7D | +30.0% | -4.2% | +34.2% | +40.1% |
| 30D | +27.0% | -5.8% | +32.8% | +42.5% |
| 3M | -5.9% | -5.2% | -0.7% | +4.9% |
| 6M | -26.7% | +0.1% | -26.8% | -27.1% |
| YTD | -46.4% | +8.2% | -54.6% | -54.0% |
| 1Y | -52.1% | +10.1% | -62.2% | -60.2% |
| All | -4.1% | +69.4% | -73.4% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling