-53.9%
RUN vs VTEB
+0.4%
-54.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | -1.1% |
| 7D | +18.5% | +0.9% | +17.6% | +12.7% |
| 30D | +15.5% | +3.7% | +11.8% | -6.7% |
| 3M | -20.3% | -0.8% | -19.5% | -7.6% |
| 6M | -30.8% | -0.9% | -29.9% | -18.0% |
| YTD | -52.2% | -0.1% | -52.1% | -46.1% |
| 1Y | -53.9% | +0.2% | -54.1% | -49.9% |
| All | -53.9% | +0.4% | -54.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling