-17.5%
RUN vs VT
+229.9%
-247.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.3% | +0.4% | +0.8% | +0.5% |
| 30D | -15.3% | +1.0% | -16.2% | -16.5% |
| 3M | -40.0% | +2.4% | -42.4% | -41.8% |
| 6M | -27.0% | +12.0% | -39.0% | -39.5% |
| YTD | -51.7% | +15.3% | -67.0% | -61.6% |
| 1Y | -45.9% | +22.6% | -68.5% | -61.0% |
| 3Y | -43.8% | +74.7% | -118.4% | -77.3% |
| 5Y | -80.5% | +66.1% | -146.6% | -90.6% |
| 10Y | +45.3% | +225.0% | -179.7% | -67.8% |
| All | -17.5% | +229.9% | -247.4% | -80.8% |
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 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