-8.4%
RUN vs VT
+209.6%
-218.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -4.1% | +16.4% | +19.7% |
| 7D | +30.0% | -4.2% | +34.2% | +38.8% |
| 30D | +27.0% | -5.8% | +32.8% | +40.2% |
| 3M | -5.9% | -5.2% | -0.7% | +3.4% |
| 6M | -26.7% | +0.1% | -26.8% | -26.6% |
| YTD | -46.4% | +8.2% | -54.6% | -52.5% |
| 1Y | -52.1% | +10.1% | -62.2% | -58.6% |
| 3Y | -8.9% | +69.7% | -78.6% | -61.9% |
| 5Y | -82.4% | +53.4% | -135.8% | -90.4% |
| 10Y | +109.6% | +219.2% | -109.7% | -50.3% |
| All | -8.4% | +209.6% | -218.0% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling