-82.8%
RUN vs VT
+53.4%
-136.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.6% |
| 7D | +33.4% | -2.3% | +35.7% | +38.3% |
| 30D | +31.1% | -5.0% | +36.1% | +45.1% |
| 3M | +6.4% | -4.9% | +11.3% | +18.3% |
| 6M | -22.2% | -1.5% | -20.7% | -19.3% |
| YTD | -45.8% | +8.5% | -54.2% | -54.3% |
| 1Y | -51.1% | +11.4% | -62.5% | -61.0% |
| 3Y | -3.0% | +70.1% | -73.1% | -70.7% |
| All | -82.8% | +53.4% | -136.2% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling